Timeline for Reshaping a Gamma random variable?
Current License: CC BY-SA 4.0
7 events
| when toggle format | what | by | license | comment | |
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| May 19, 2020 at 15:11 | comment | added | lrnv | Thanks about the comment regarding the complexity. However I do have more analytical need than computational : E.g, computing the c.g.f $K(t,s) = log\left(\mathbb{E}\left(e^{-tX - sf(X)}\right)\right)$ for later inversion purposes. Hence my goal to obtain a 'usable' form for $f$. | |
| May 19, 2020 at 14:40 | comment | added | Iosif Pinelis | @lrnv : I have added a comment concerning the complexity of the expression $F_2^{-1}\circ F_1$. | |
| May 19, 2020 at 14:38 | history | edited | Iosif Pinelis | CC BY-SA 4.0 |
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| May 19, 2020 at 13:40 | vote | accept | lrnv | ||
| May 19, 2020 at 13:39 | comment | added | lrnv | Yes, i do need it to be monotonic. Thanks for the proof it's stunning now. The problem now becomes 'Is there a nice expression of $F_2^{-1} \circ F_1$' which i'm afraid has to be ansewred by a strict No... Too bad. | |
| May 19, 2020 at 12:48 | history | edited | Iosif Pinelis | CC BY-SA 4.0 |
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| May 19, 2020 at 12:43 | history | answered | Iosif Pinelis | CC BY-SA 4.0 |