is gamma distribution so that the PDF of is

Find the marginal distribution of X.

Stuck on trying to integrate with respect to , please could someone give me a hand.

Thanks!

Printable View

- June 1st 2008, 03:02 PMpeterpanIntegrating exponential distribution

is gamma distribution so that the PDF of is

Find the marginal distribution of X.

Stuck on trying to integrate with respect to , please could someone give me a hand.

Thanks! - June 1st 2008, 04:53 PMmr fantastic
- June 2nd 2008, 12:53 AMpeterpan
Hi mr fantastic,

Thank for your help, much appreciated. Would you mind explaining the first two steps as im not sure why we do these, is the change from F -> f a typo, or does it have meaning? Why do we differentiate with respect to x?

Peter - June 2nd 2008, 02:53 AMCaptainBlack
- June 2nd 2008, 01:08 PMpeterpan
Thanks for the reply - now on the second part:

how did you make this step? Do you have to use a Laplace transformation (i am not familiar with these at all) ? can you not integrate by parts with:

- June 2nd 2008, 06:06 PMmr fantastic
- June 3rd 2008, 12:45 PMpeterpan
thanks, here is my attempt so far, not sure where to go next...

let

- June 3rd 2008, 04:49 PMmr fantastic