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

- Jun 1st 2008, 04:02 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! - Jun 1st 2008, 05:53 PMmr fantastic
- Jun 2nd 2008, 01:53 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 - Jun 2nd 2008, 03:53 AMCaptainBlack
- Jun 2nd 2008, 02:08 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:

- Jun 2nd 2008, 07:06 PMmr fantastic
- Jun 3rd 2008, 01:45 PMpeterpan
thanks, here is my attempt so far, not sure where to go next...

let

- Jun 3rd 2008, 05:49 PMmr fantastic