=+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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Related Book For
Probability And Measure Wiley Series In Probability And Mathematical Statistics
ISBN: 9788126517718
3rd Edition
Authors: Patrick Billingsley
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