Q5. A continuous r.v. X is said to have a Gamma (a, B) distribution if its moment generating function (m.g.f.) is given by M x (1) = (1- ßt). Let X1,X 2,.,X , be a random sample of size n from an exponential distribution with mean 1/0 and m.g.f. (1-0t). Let Y =EX; i =l 1 Ex (For p.d.f.s of Gamma and Exponential, and X i =1 (a) Find the m.g.f. My (t) of Y and state the distribution of Y specifying the parameters. (b) Find the m.g.f. M (t) of X and state the distribution of X specifying the parameters. (c) Suppose you have a random sample of size n = 100 from a Gamma (a, B) distribution with a = 3 and B = 5/3. Use the Central Limit Theorem to find P(4.5

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Q5. A continuous r.v. X is said to have a Gamma (a, B) distribution if its moment generating
function (m.g.f.) is given by M x (1) = (1- Bt). Let X1,X 2,.,X , be a random sample of
size n from an exponential distribution with mean 1/0 and m.g.f. (1-0t). Let Y =EX;
i =l
1
Ex [For p.d.f.s of Gamma and Exponential,
and X
i =1
(a) Find the m.g.f. My (t) of Y and state the distribution of Y specifying the parameters.
(b) Find the m.g.f. M (t) of X and state the distribution of X specifying the parameters.
(c) Suppose you have a random sample of size n = 100 from a Gamma (a, B) distribution
with a = 3 and B = 5/3. Use the Central Limit Theorem to find P(4.5<X <5.5).
%3!
Transcribed Image Text:Q5. A continuous r.v. X is said to have a Gamma (a, B) distribution if its moment generating function (m.g.f.) is given by M x (1) = (1- Bt). Let X1,X 2,.,X , be a random sample of size n from an exponential distribution with mean 1/0 and m.g.f. (1-0t). Let Y =EX; i =l 1 Ex [For p.d.f.s of Gamma and Exponential, and X i =1 (a) Find the m.g.f. My (t) of Y and state the distribution of Y specifying the parameters. (b) Find the m.g.f. M (t) of X and state the distribution of X specifying the parameters. (c) Suppose you have a random sample of size n = 100 from a Gamma (a, B) distribution with a = 3 and B = 5/3. Use the Central Limit Theorem to find P(4.5<X <5.5). %3!
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