Illustrative example 1 of this section dealt with a random, Ask an Expert

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Illustrative Example 1 of this section dealt with a random sample of size n = 2 from a gamma distribution with « = I, fJ = 6. Thus the m.g.f. of the distribution is (I - 8t>- 1, t l /8, 8 > 2. Let Z = X1 + X2

Show that Z has a gamma distribution with « = 2, fJ = 6t Express the power function K(8) of Example I in terms of a single integral. General this for a random sample of size n.

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