Determine the skewness of a gamma distribution with a coefficient of variation of 1.Range of coefficient of SkewnessIf the prior distribution of $lambda$ is a gamma distribution with mean 1.4 and std dev of .5 find the appropriate values and $alpha$ and $beta$Maximum Likelihood Estimation with a Gamma distributionFinding the distribution of a dependent function given the mean and coefficient of variation (COV) of the independent parameters.How to find the mode and median of a Gamma distribution?Is there an equation for the maximum of n random draws from a Gamma distributionIs that possible to change any gamma distribution to $Gamma(k=0,theta=1)$Prove the normal approximation of beta distributionGamma Distribution. Estimators. ConsistencyTest if reduction of coefficient of variation is significant

Assassin's bullet with mercury

What reasons are there for a Capitalist to oppose a 100% inheritance tax?

What are some good books on Machine Learning and AI like Krugman, Wells and Graddy's "Essentials of Economics"

How do I handle a potential work/personal life conflict as the manager of one of my friends?

GFCI outlets - can they be repaired? Are they really needed at the end of a circuit?

Solving a recurrence relation (poker chips)

Why do bosons tend to occupy the same state?

Why can't we play rap on piano?

When is человек used as the word man instead of человек

Is it inappropriate for a student to attend their mentor's dissertation defense?

Ambiguity in the definition of entropy

How could indestructible materials be used in power generation?

Mathematica command that allows it to read my intentions

What is the most common color to indicate the input-field is disabled?

One verb to replace 'be a member of' a club

Venezuelan girlfriend wants to travel the USA to be with me. What is the process?

How much of data wrangling is a data scientist's job?

Can compressed videos be decoded back to their uncompresed original format?

Size of subfigure fitting its content (tikzpicture)

iPad being using in wall mount battery swollen

Why is consensus so controversial in Britain?

Plagiarism or not?

Unlock My Phone! February 2018

Intersection Puzzle



Determine the skewness of a gamma distribution with a coefficient of variation of 1.


Range of coefficient of SkewnessIf the prior distribution of $lambda$ is a gamma distribution with mean 1.4 and std dev of .5 find the appropriate values and $alpha$ and $beta$Maximum Likelihood Estimation with a Gamma distributionFinding the distribution of a dependent function given the mean and coefficient of variation (COV) of the independent parameters.How to find the mode and median of a Gamma distribution?Is there an equation for the maximum of n random draws from a Gamma distributionIs that possible to change any gamma distribution to $Gamma(k=0,theta=1)$Prove the normal approximation of beta distributionGamma Distribution. Estimators. ConsistencyTest if reduction of coefficient of variation is significant













0












$begingroup$


let $alpha =a$ and $beta =b$
If $X$ follows a gamma dist. then $E[X]=fracab$ and $Var[X]=fracab^2$



how do I prove that the mean is equal to the standard deviation, so the coefficient of variation equals one?










share|cite|improve this question











$endgroup$
















    0












    $begingroup$


    let $alpha =a$ and $beta =b$
    If $X$ follows a gamma dist. then $E[X]=fracab$ and $Var[X]=fracab^2$



    how do I prove that the mean is equal to the standard deviation, so the coefficient of variation equals one?










    share|cite|improve this question











    $endgroup$














      0












      0








      0





      $begingroup$


      let $alpha =a$ and $beta =b$
      If $X$ follows a gamma dist. then $E[X]=fracab$ and $Var[X]=fracab^2$



      how do I prove that the mean is equal to the standard deviation, so the coefficient of variation equals one?










      share|cite|improve this question











      $endgroup$




      let $alpha =a$ and $beta =b$
      If $X$ follows a gamma dist. then $E[X]=fracab$ and $Var[X]=fracab^2$



      how do I prove that the mean is equal to the standard deviation, so the coefficient of variation equals one?







      statistics






      share|cite|improve this question















      share|cite|improve this question













      share|cite|improve this question




      share|cite|improve this question








      edited Oct 6 '17 at 2:24









      IEDC PHY

      17712




      17712










      asked Oct 6 '17 at 2:10









      karlkarl

      1




      1




















          1 Answer
          1






          active

          oldest

          votes


















          0












          $begingroup$

          Correct me if I'm wrong, but you're not being asked to prove that the CV of the gamma distribution is equal to one (which isn't generally the case), but to find the skewness assuming that the CV = 1. Now,



          $textCV = fracsigmamu$,



          so if the CV = 1, it should be obvious that $mu = sigma$. Now, all you have to do is plug in $a/b$ for $mu$ and $sqrta/b^2$ for $sigma$. Solve for $a$, and then you can use the formula for skewness for the gamma distribution (https://en.wikipedia.org/wiki/Gamma_distribution)






          share|cite|improve this answer









          $endgroup$













            Your Answer





            StackExchange.ifUsing("editor", function ()
            return StackExchange.using("mathjaxEditing", function ()
            StackExchange.MarkdownEditor.creationCallbacks.add(function (editor, postfix)
            StackExchange.mathjaxEditing.prepareWmdForMathJax(editor, postfix, [["$", "$"], ["\\(","\\)"]]);
            );
            );
            , "mathjax-editing");

            StackExchange.ready(function()
            var channelOptions =
            tags: "".split(" "),
            id: "69"
            ;
            initTagRenderer("".split(" "), "".split(" "), channelOptions);

            StackExchange.using("externalEditor", function()
            // Have to fire editor after snippets, if snippets enabled
            if (StackExchange.settings.snippets.snippetsEnabled)
            StackExchange.using("snippets", function()
            createEditor();
            );

            else
            createEditor();

            );

            function createEditor()
            StackExchange.prepareEditor(
            heartbeatType: 'answer',
            autoActivateHeartbeat: false,
            convertImagesToLinks: true,
            noModals: true,
            showLowRepImageUploadWarning: true,
            reputationToPostImages: 10,
            bindNavPrevention: true,
            postfix: "",
            imageUploader:
            brandingHtml: "Powered by u003ca class="icon-imgur-white" href="https://imgur.com/"u003eu003c/au003e",
            contentPolicyHtml: "User contributions licensed under u003ca href="https://creativecommons.org/licenses/by-sa/3.0/"u003ecc by-sa 3.0 with attribution requiredu003c/au003e u003ca href="https://stackoverflow.com/legal/content-policy"u003e(content policy)u003c/au003e",
            allowUrls: true
            ,
            noCode: true, onDemand: true,
            discardSelector: ".discard-answer"
            ,immediatelyShowMarkdownHelp:true
            );



            );













            draft saved

            draft discarded


















            StackExchange.ready(
            function ()
            StackExchange.openid.initPostLogin('.new-post-login', 'https%3a%2f%2fmath.stackexchange.com%2fquestions%2f2459795%2fdetermine-the-skewness-of-a-gamma-distribution-with-a-coefficient-of-variation-o%23new-answer', 'question_page');

            );

            Post as a guest















            Required, but never shown

























            1 Answer
            1






            active

            oldest

            votes








            1 Answer
            1






            active

            oldest

            votes









            active

            oldest

            votes






            active

            oldest

            votes









            0












            $begingroup$

            Correct me if I'm wrong, but you're not being asked to prove that the CV of the gamma distribution is equal to one (which isn't generally the case), but to find the skewness assuming that the CV = 1. Now,



            $textCV = fracsigmamu$,



            so if the CV = 1, it should be obvious that $mu = sigma$. Now, all you have to do is plug in $a/b$ for $mu$ and $sqrta/b^2$ for $sigma$. Solve for $a$, and then you can use the formula for skewness for the gamma distribution (https://en.wikipedia.org/wiki/Gamma_distribution)






            share|cite|improve this answer









            $endgroup$

















              0












              $begingroup$

              Correct me if I'm wrong, but you're not being asked to prove that the CV of the gamma distribution is equal to one (which isn't generally the case), but to find the skewness assuming that the CV = 1. Now,



              $textCV = fracsigmamu$,



              so if the CV = 1, it should be obvious that $mu = sigma$. Now, all you have to do is plug in $a/b$ for $mu$ and $sqrta/b^2$ for $sigma$. Solve for $a$, and then you can use the formula for skewness for the gamma distribution (https://en.wikipedia.org/wiki/Gamma_distribution)






              share|cite|improve this answer









              $endgroup$















                0












                0








                0





                $begingroup$

                Correct me if I'm wrong, but you're not being asked to prove that the CV of the gamma distribution is equal to one (which isn't generally the case), but to find the skewness assuming that the CV = 1. Now,



                $textCV = fracsigmamu$,



                so if the CV = 1, it should be obvious that $mu = sigma$. Now, all you have to do is plug in $a/b$ for $mu$ and $sqrta/b^2$ for $sigma$. Solve for $a$, and then you can use the formula for skewness for the gamma distribution (https://en.wikipedia.org/wiki/Gamma_distribution)






                share|cite|improve this answer









                $endgroup$



                Correct me if I'm wrong, but you're not being asked to prove that the CV of the gamma distribution is equal to one (which isn't generally the case), but to find the skewness assuming that the CV = 1. Now,



                $textCV = fracsigmamu$,



                so if the CV = 1, it should be obvious that $mu = sigma$. Now, all you have to do is plug in $a/b$ for $mu$ and $sqrta/b^2$ for $sigma$. Solve for $a$, and then you can use the formula for skewness for the gamma distribution (https://en.wikipedia.org/wiki/Gamma_distribution)







                share|cite|improve this answer












                share|cite|improve this answer



                share|cite|improve this answer










                answered Oct 6 '17 at 2:59









                BayesicBayesic

                1145




                1145



























                    draft saved

                    draft discarded
















































                    Thanks for contributing an answer to Mathematics Stack Exchange!


                    • Please be sure to answer the question. Provide details and share your research!

                    But avoid


                    • Asking for help, clarification, or responding to other answers.

                    • Making statements based on opinion; back them up with references or personal experience.

                    Use MathJax to format equations. MathJax reference.


                    To learn more, see our tips on writing great answers.




                    draft saved


                    draft discarded














                    StackExchange.ready(
                    function ()
                    StackExchange.openid.initPostLogin('.new-post-login', 'https%3a%2f%2fmath.stackexchange.com%2fquestions%2f2459795%2fdetermine-the-skewness-of-a-gamma-distribution-with-a-coefficient-of-variation-o%23new-answer', 'question_page');

                    );

                    Post as a guest















                    Required, but never shown





















































                    Required, but never shown














                    Required, but never shown












                    Required, but never shown







                    Required, but never shown

































                    Required, but never shown














                    Required, but never shown












                    Required, but never shown







                    Required, but never shown







                    Popular posts from this blog

                    How should I support this large drywall patch? Planned maintenance scheduled April 23, 2019 at 00:00UTC (8:00pm US/Eastern) Announcing the arrival of Valued Associate #679: Cesar Manara Unicorn Meta Zoo #1: Why another podcast?How do I cover large gaps in drywall?How do I keep drywall around a patch from crumbling?Can I glue a second layer of drywall?How to patch long strip on drywall?Large drywall patch: how to avoid bulging seams?Drywall Mesh Patch vs. Bulge? To remove or not to remove?How to fix this drywall job?Prep drywall before backsplashWhat's the best way to fix this horrible drywall patch job?Drywall patching using 3M Patch Plus Primer

                    random experiment with two different functions on unit interval Announcing the arrival of Valued Associate #679: Cesar Manara Planned maintenance scheduled April 23, 2019 at 00:00UTC (8:00pm US/Eastern)Random variable and probability space notionsRandom Walk with EdgesFinding functions where the increase over a random interval is Poisson distributedNumber of days until dayCan an observed event in fact be of zero probability?Unit random processmodels of coins and uniform distributionHow to get the number of successes given $n$ trials , probability $P$ and a random variable $X$Absorbing Markov chain in a computer. Is “almost every” turned into always convergence in computer executions?Stopped random walk is not uniformly integrable

                    Lowndes Grove History Architecture References Navigation menu32°48′6″N 79°57′58″W / 32.80167°N 79.96611°W / 32.80167; -79.9661132°48′6″N 79°57′58″W / 32.80167°N 79.96611°W / 32.80167; -79.9661178002500"National Register Information System"Historic houses of South Carolina"Lowndes Grove""+32° 48' 6.00", −79° 57' 58.00""Lowndes Grove, Charleston County (260 St. Margaret St., Charleston)""Lowndes Grove"The Charleston ExpositionIt Happened in South Carolina"Lowndes Grove (House), Saint Margaret Street & Sixth Avenue, Charleston, Charleston County, SC(Photographs)"Plantations of the Carolina Low Countrye