calculating power of a random variable following any distribution (specifically Gamma Gamma distribution)
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I have generated a gamma gamma random variable using
y=[1,10];
g1=gamrnd(4.08,1/4.08,y);
g2=gamrnd(1.47,1/1.47,y);
g3=g1.*g2;
How to calculate power of this GG random variable??
Answer is appreciated.
Thank you.
4 comentarios
Jeff Miller
el 4 de Jun. de 2020
If you want, you can compute
x = mean(g3.^2)
but that is just a sample value corresponding to the particular random g1 and g2 that you generated. Computing the expected value of g3.^2 over all possible samples is much more work, if that is what you actually need.
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Shivam Kumar Singh
el 11 de Jun. de 2020
Assuming that by power you mean Mean Squared value of the distribution.
You can use
mean(x.^2)
Notice .^ and not ^. It means you are dowing an element wise operation.
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Shivam Kumar Singh
el 14 de Jun. de 2020
I assume by power you mean X^n where n is a number. For this you can use E(x^n). In matlab you can use mean(X.^n) to get it.
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