Weibull-distributed random variable

Reference no: EM13985309

Show that a suitable power of a Weibull-distributed random variable whose parameter is gamma-distributed is Pareto-distributed. More pre- cisely, show that if X | A = a ∈ W ( 1 , 1 ) with A ∈ Γ(p, θ), a b then Xb has a (translated) Pareto distribution.

Reference no: EM13985309

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