Suppose X is a gamma random variable gamma(a, B), where a > 1 and B > 0: x > 0 s(2) = { * a-le-/8 otherwise What value of r maximizes the density function of X? Find the moment-generating function of X. Let Y be an independently and identically distributed gamma random variable as X, and let Z = X +Y. Find the moment-generating function of Z. What is the distribution of Z?

MATLAB: An Introduction with Applications
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Suppose X is a gamma random variable gamma(a, B), where a > 1 and 3 > 0:
x >0
f(x) = { Ta-1e-=/8
otherwise
What value of a maximizes the density function of X?
Find the moment-generating function of X.
Let Y be an independently and identically distributed gamma random variable as
X, and let Z = X +Y. Find the moment-generating function of Z. What is the distribution of
Z?
Transcribed Image Text:Suppose X is a gamma random variable gamma(a, B), where a > 1 and 3 > 0: x >0 f(x) = { Ta-1e-=/8 otherwise What value of a maximizes the density function of X? Find the moment-generating function of X. Let Y be an independently and identically distributed gamma random variable as X, and let Z = X +Y. Find the moment-generating function of Z. What is the distribution of Z?
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