Excuse me but for me it is not so evident... If you use the theorem of
change of variables, you'll find that if y ~ Gamma(n, lambda), then
x= my ~ Gamma(n, lambda/m) (n=degrees of freedom, lambda=frequency of the
process)
Cheers,
DANIEL
On 3/28/07, Isaac Dialsingh <[log in to unmask]> wrote:
>
> Madan Kundu wrote:
> > Yes. You are right.
> >
> > This is quiet evident from the additive property of Gamma
> distribution.
> >
> > Regards
> > Madan Gopal Kundu
> >
> > Xin <[log in to unmask]> wrote:
> > Dear All:
> >
> > If y~Ga(a,b)
> >
> > What's about the (n-1)y~Ga(a, (n-1)b), is this right?
> >
> >
> > Many Thanks
> >
> >
> >
> > --------------
> >
> >
> > Madan Gopal Kundu
> > Biostatistician and SAS Programmer
> > Ranbaxy R&D
> > Gurgaon, Haryana
> > India
> > Web: http://www.freewebs.com/madanstata
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> > e-mail: [log in to unmask]
> >
> >
> >
> >
> >
> >
> >
> > Click to join Statisticians_group
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> >
> Yes. You can use moment generating functions to prove this.
>
> Isaac
>
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