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Q4- Describe the moment generating function approach of deriving a gamma model with mean ?⁄? and...

Q4- 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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Expert Solution

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.

orchestra answered 2 years ago
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