Let Y1; Y2; : : : ; Yn be i.i.d. from a gamma distribution with known shape parameter alpha and unknown
scale parameter beta. Find a (1-alpha )% condfidence interval for the parameter . (Hint: the Minimum Variance Unbiased Estimator for is beta hat = Ybar/alpha ).
I'm having trouble setting this up. I know where to go once the statement
P(qgammalower<=Pivotal Quanitity<=qgammaupper). I can't seem to get the distribution right for this gamma distribution. Is it Ybar~gamma(shape=n, scale=beta/n)? I don't see how the estimator for beta hat comes in to play. Any help would be greatly appreciated.