Show that the variance of a gamma random variable is aS2 . Hint: Find E(X2 ). A particular example of the gamma distribution is the chi-square distribution with parameter n. The parameters a = n/2...

Show that the variance of a gamma random variable is aS2 .

Hint: Find E(X2 ).

A particular example of the gamma distribution is the chi-square

distribution with parameter n. The parameters a = n/2 and B= 2.

Find the expectation and variance of a chi-square variable with

parameter n (called the degrees of freedom).