10/25/2010

Exponential and Gamma distributions

• Memoryless property of the Exponential Distribution
• Gamma Function
  • Properties of the gamma function
  • Relating the gamma function and the standard normal distribution
• Gamma Distribution
• Properties of the Gamma Distribution
  • Find the k-th non-central moment for the gamma distribution.
  • Use your result for the k-th non-central moment to find the mean and variance of a gamma random variable.
• Moment generating function
• The exponential distribution is a special case of the gamma distribution

Please read sections 6.2-6.3 for class on Wednesday.