Fall 98 Question 19

marc.rothschild@zurichus.com
Thu, 15 Apr 1999 17:13:55 -0400

If the future lifetime random variable T for (x) is gamma distributed with
parameters a and b, the which of the following is an expression for a-bar x? A
hint is given showing the pdf of a gamma.

The CSM's solution says that a-bar x = (1-A-bar x)/delta, which is OK, then it
goes on to state that A-bar x = (b/(delta + b)^a, which I don't understand.

Could someone explain the latter part of the CSM's solutions?

Thanks, Marc