Suppose that (X) is a (operatorname{Gamma}(lambda)) random variable, so that the moment generating function of (X) is

Question:

Suppose that \(X\) is a \(\operatorname{Gamma}(\lambda)\) random variable, so that the moment generating function of \(X\) is \(m(t)=(1-t \beta)^{-\alpha}\). Find the cumulant generating function of \(X\), and put it into the form given in Equation (2.24). Using the form of the cumulant generating function, find a general form for the cumulants of \(X\).

image text in transcribed

Fantastic news! We've Found the answer you've been seeking!

Step by Step Answer:

Related Book For  book-img-for-question
Question Posted: