How Do You Calculate the Third Moment of a Gamma Distribution?

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In summary, to find E(X^3) for X being Gamma(3.5,2), we cannot simply write E(X^3)=E(X)E(X)E(X) since they are not independent. Instead, we can compute E(X^3) by using the formula int_0^{/infty} \frac{x^3}{\Gamma(3.5)2^{3.5}} x^{6.5-1} e^{-x/\beta} dx. However, this formula requires us to know how to compute (3.5)!, which is not straightforward. Alternatively, we can use the fact that x^3*f1(x) = c*f2(x) for some constant c,
  • #1
Artusartos
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Let X be [tex]\Gamma(3.5,2)[/tex]. Find [tex]E(X^3)[/tex].

We can't write E(X^3)=E(X)E(X)E(X), right? (since they are not independent)...

So I just tried to compute:

[tex]E(X^3) = int_0^{/infty} \frac{x^3}{\Gamma(3.5)2^{3.5}} x^{3.5-1} e^{-x/\beta} dx[/tex]

But I'm having a problem, since [tex]\Gamma(3.5) = (3.5)![/tex] and I don't know how to compute (3.5)!...

Thanks in advance
 
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  • #2
Artusartos said:
Let X be [tex]\Gamma(3.5,2)[/tex]. Find [tex]E(X^3)[/tex].

We can't write E(X^3)=E(X)E(X)E(X), right? (since they are not independent)...

So I just tried to compute:

[tex]E(X^3) = int_0^{/infty} \frac{x^3}{\Gamma(3.5)2^{3.5}} x^{3.5-1} e^{-x/\beta} dx[/tex]

But I'm having a problem, since [tex]\Gamma(3.5) = (3.5)![/tex] and I don't know how to compute (3.5)!...

Thanks in advance

##x^3 x^{3.5 - 1} = x^{6.5 - 1}, ## so after supplying the appropriate factors you essentially have ##X^3 \Gamma(3.5,2) = c \Gamma(6.5,2)## for some constant c.
 
  • #3
Ray Vickson said:
##x^3 x^{3.5 - 1} = x^{6.5 - 1}, ## so after supplying the appropriate factors you essentially have ##X^3 \Gamma(3.5,2) = c \Gamma(6.5,2)## for some constant c.

Thanks, but I don't understand how you got this equality...
 
Last edited:
  • #4
Artusartos said:
Thanks, but I don't think I understand where this equality came from...##X^3 \Gamma(3.5,2) = c \Gamma(6.5,2)##

What I really meant (but it was harder to write) was: if f1(x) = probability density of Gamma(3.5,2) and f2(x) = probability density of Gamma(6.5,2), then we have x^3*f1(x) = c*f2(x) for some constant c. Now I will leave the rest up to you.
 
  • #5
Ray Vickson said:
What I really meant (but it was harder to write) was: if f1(x) = probability density of Gamma(3.5,2) and f2(x) = probability density of Gamma(6.5,2), then we have x^3*f1(x) = c*f2(x) for some constant c. Now I will leave the rest up to you.

Ok, thanks... :)
 

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