Suppose that X ~ G (n, l). Obtain the characteristic function of X, and use it to compute the mean and variance of X.

Thanks.

Printable View

- Dec 3rd 2008, 01:53 PMonemoretime29Characteristic Function of a Gamma Distribution
Suppose that X ~ G (n, l). Obtain the characteristic function of X, and use it to compute the mean and variance of X.

Thanks. - Dec 3rd 2008, 02:20 PMcl85
You might want to show us what you have done so far.

The characteristic function is just .

To compute the mean, just differentiate the characteristic function, set to zero and divide by . Similarly, to get the variance, differentiate the characteristic function twice, set to zero and divide by