Prove Eq. (9.4.14) in Example 9.4.6. Both parts of the integrand in Eq. (9.4.13) differ from gamma

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Prove Eq. (9.4.14) in Example 9.4.6. Both parts of the integrand in Eq. (9.4.13) differ from gamma distribution p.d.f.’s by some factor that does not depend on t.
Distribution
The word "distribution" has several meanings in the financial world, most of them pertaining to the payment of assets from a fund, account, or individual security to an investor or beneficiary. Retirement account distributions are among the most...
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Probability And Statistics

ISBN: 9780321500465

4th Edition

Authors: Morris H. DeGroot, Mark J. Schervish

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