A random variable T~ gamma (a,^) has density function: (^t)a-1, + >o a) show that it belongs to an exponential family. Define neutral parameters as functions of a and λ. -1t ле fy(t) = f(a) 10² гса) b) let X,~ Gamma (a, 1) and X₂ ~ Gamma (agil) be independent random variables. Let Y₁ = x, and Y₂ = X₁ + X₂ Find the marginal probability density functions for Y₁ and 1₂ Are they independent? ex/

Calculus For The Life Sciences
2nd Edition
ISBN:9780321964038
Author:GREENWELL, Raymond N., RITCHEY, Nathan P., Lial, Margaret L.
Publisher:GREENWELL, Raymond N., RITCHEY, Nathan P., Lial, Margaret L.
Chapter1: Functions
Section1.2: The Least Square Line
Problem 1E
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A random variable T~ gamma (a,^) has
density function
fy(t) = plas
r(a)
ле
-1t
0<7' 1-6 (76)
a) show that it belongs to an exponential family.
Define neutral parameters as functions of
a and a.
let X,~ Gamma (a,, 1) and X₂ ~ Gamma (921)
be independent random variables. Lex Y₁ = X₁/X₂
and Ya =X₁ + X₂. Find the marginal
probability density functions for Y₁ and Y2
Are they independent?
Transcribed Image Text:A random variable T~ gamma (a,^) has density function fy(t) = plas r(a) ле -1t 0<7' 1-6 (76) a) show that it belongs to an exponential family. Define neutral parameters as functions of a and a. let X,~ Gamma (a,, 1) and X₂ ~ Gamma (921) be independent random variables. Lex Y₁ = X₁/X₂ and Ya =X₁ + X₂. Find the marginal probability density functions for Y₁ and Y2 Are they independent?
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