OCR S4 2007 June — Question 5

Exam BoardOCR
ModuleS4 (Statistics 4)
Year2007
SessionJune
TopicThe Gamma Distribution

5 The continuous random variable \(X\) has probability density function given by $$\mathrm { f } ( x ) = \begin{cases} \frac { 1 } { ( \alpha - 1 ) ! } x ^ { \alpha - 1 } \mathrm { e } ^ { - x } & x \geqslant 0
0 & x < 0 \end{cases}$$ where \(\alpha\) is a positive integer.
  1. Explain how you can deduce that \(\int _ { 0 } ^ { \infty } x ^ { \alpha - 1 } \mathrm { e } ^ { - x } \mathrm {~d} x = ( \alpha - 1 )\) !.
  2. Write down an integral for the moment generating function \(\mathrm { M } _ { X } ( t )\) of \(X\) and show, by using the substitution \(x = \frac { u } { 1 - t }\), that \(\mathrm { M } _ { X } ( t ) = ( 1 - t ) ^ { - \alpha }\).
  3. Use the moment generating function to find, in terms of \(\alpha\),
    (a) \(\mathrm { E } ( X )\),
    (b) \(\operatorname { Var } ( X )\).