(10 points) Suppose X follows a Gamma (a, b = 1/a). a) Does this distribution belong to the exponential family? Explain.
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(10 points) Suppose X follows a Gamma (a, b = 1/a). a) Does this distribution belong to the exponential family? Explain.
(10 points) Suppose X follows a Gamma (a, b = 1/a). a) Does this distribution belong to the exponential family? Explain. b) Find the MGF of X. From here, or, otherwise, find variance(X).
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