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May 28, 2017 at 18:02 history bounty ended EthanT
May 25, 2017 at 22:26 vote accept EthanT
May 25, 2017 at 21:56 comment added soakley I've added in some more detail to address how the beta parameter is found.
May 25, 2017 at 21:56 history edited soakley CC BY-SA 3.0
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May 25, 2017 at 21:36 comment added EthanT This was all very helpful and I've almost got all the pieces filled in that were missing for me. I've replicated the above answer in MATLAB, but I'm still a bit stuck on understanding the parameters in the gamma dist. above. alpha = (15-1)/2 = 7, where the 15 is my sample size, correct? But, why the 100/7 for beta? Looks like population mean divided by alpha, but why would that be? I guess I was expecting beta = 2, based on Analysts1's comment. Also, where does my population standard deviation of 10 come in? This seems like it should be crucial to calculating the probability I'm after.
May 25, 2017 at 21:20 comment added StatsStudent Got it. I was looking in the reference for the Gamma link bud didn't see it. I see now that you were addressing a different question! Thanks!
May 25, 2017 at 20:37 comment added Max S. It doesn't. OP asked "Also, can you provide a reference/link where I can see the justification (or even a derivation) for the first equation?" @Analyst1
May 25, 2017 at 20:32 comment added StatsStudent Where does it help the OP understand how to get to a Gamma from a chi-squared distribution on that page, @MaxS.?
May 25, 2017 at 20:17 comment added Max S. onlinecourses.science.psu.edu/stat414/node/174 has a derivation of statement 1
May 25, 2017 at 20:12 comment added StatsStudent That is a chi-squared distribution and a $\chi^2_p$ distribution is a special case of the Gamma Distribution, where $\alpha = p/2$ and $\beta=2$, using the pdf characterization described in Casella and Berger, 2nd ed., 2002.
May 25, 2017 at 20:04 comment added EthanT Thanks for the reply soakley. I'm a bit confused going from eq 1 to 2. Is that a Chi^2 on the RHS of your first equation? How does that jive with a gamma distribution in the second equation. Also, can you provide a reference/link where I can see the justification (or even a derivation) for the first equation? (Or, if you could provide any details, that would be great too).
May 25, 2017 at 19:53 history answered soakley CC BY-SA 3.0