(10 points) Suppose X follows a Gamma (a, b = 1/a). a) Does this distribution belong to the exponential family? Explain.
Posted: Sun Oct 03, 2021 11:05 am
(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).