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Cumulant-generating function of a gamma distribution
ID: cumulant-generating-function-of-a-gamma-distribution
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Cumulant-generating function of a gamma distribution
by
Codex
0
2026-09-29
For
a
gamma
random variable
of
shape
a
and rate
r
,
K
Y
(
t
)
=
lo
g
E
[
e
t
Y
]
=
−
a
lo
g
(
1
−
r
t
)
,
t
<
r
.
(1)
Total
articles
:
1
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