calculating power of a random variable following any distribution (specifically Gamma Gamma distribution)

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kunal 2020-6-2

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评论： Shivam Kumar Singh 2020-6-14

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.

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Jeff Miller 2020-6-4

在 MATLAB Online 中打开

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.

kunal 2020-6-4

Will it give me the power of random variable g3.? And Is this the same way to compute power of a random variable of any distribution?

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Shivam Kumar Singh 2020-6-11

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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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kunal 2020-6-12

@Shivam, Is there any other way to calculate the power of Random variable??

Shivam Kumar Singh 2020-6-14

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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