=+26.8. 21.20 26.71 Show that the gamma density (20.47) has characteristic func- tion (1-i/a) =exp-u log(1- 2)]

Question:

=+26.8. 21.20 26.71 Show that the gamma density (20.47) has characteristic func-

tion

(1-i/a) =exp-u log(1- 2)]

where the logarithm is the principal part. Show that foe?f(x; xx, u) dx is analytic for Re z < a.

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