Question
Let X, Y N(0, ^2) be independent. (a) (5 pts) Prove that the distribution of (X + Y )^2 follows gamma distribution (i.e., (X +
Let X, Y N(0, ^2) be independent.
(a) (5 pts) Prove that the distribution of (X + Y )^2 follows gamma distribution (i.e., (X + Y )^2 Gamma(r, )). Find parameters r, .
(b) (5 pts) Find E[(X + Y )^4].
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Mathematics for Economics and Business
Authors: Ian Jacques
9th edition
129219166X, 9781292191706 , 978-1292191669
