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Describe the moment generating function approach of deriving a gamma model with mean ?⁄? and variance...

Describe the moment generating function approach of deriving a gamma model with mean ?⁄? and variance ? ? 2 ⁄ using n independent and identically distributed exponential models.

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First we will find the mgf of X and then calculate the mgf of gamma random variable Y using unigueness property of MGF and then find the mean and variance of gamma random variable using MGF obtained.

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orchestra answered 2 years ago
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