Mean

𝐸(𝑋) = 𝑀𝑥′ (𝑡 = 0)

𝑑
𝐸(𝑋) = (1 − 𝛽𝑡)−𝛼 l𝑡=0
𝑑𝑡
𝐸(𝑋) = −𝛼(1 − 𝛽𝑡)−𝛼−1 (−𝛽)l𝑡=0

𝐸(𝑋) = 𝛼𝛽(1 − 𝛽𝑡)−𝛼−1 l𝑡=0

𝐸(𝑋) = 𝛼𝛽(1 − 𝛽. 0)−𝛼−1

𝐸(𝑋) = 𝛼𝛽

Variance

𝑉𝑎𝑟(𝑋) = 𝐸[𝑋 2 − 2𝑋𝐸(𝑋) + (𝐸(𝑋))2 ]

𝑉𝑎𝑟(𝑋) = 𝐸(𝑋 2 ) − 2𝐸(𝑋)𝐸(𝑋) + (𝐸(𝑋))2

𝑉𝑎𝑟(𝑋) = 𝐸(𝑋 2 ) − (𝐸(𝑋))2

𝑉𝑎𝑟(𝑋) = 𝛼(𝛼 + 1)𝛽 2 − (𝛼𝛽)2

𝑉𝑎𝑟(𝑋) = 𝛼 2 𝛽 2 + 𝛼𝛽 2 − 𝛼 2 𝛽 2

𝑉𝑎𝑟(𝑋) = 𝛼𝛽 2
Moment Generating Function (MGF)

𝑀𝑥 (𝑡) = 𝐸(𝑒 𝑡𝑥 )
∞

𝑀𝑥 (𝑡) = ∫ 𝑒 𝑡𝑥 𝑓(𝑥)𝑑𝑥
0

∞
1 𝑥
𝛼−1 −𝛽
𝑀𝑥 (𝑡) = ∫ 𝑒 𝑡𝑥 𝑥 𝑒 𝑑𝑥
𝛽 𝛼 Γ(𝛼)
0

∞
1 1
−( 𝑡)𝑥
𝑀𝑥 (𝑡) = 𝛼 ∫ 𝑥 𝛼−1 𝑒 𝛽 𝑑𝑥
𝛽 Γ(𝛼)
0

1 Γ(𝛼)
𝑀𝑥 (𝑡) =
𝛽 𝛼 Γ(𝛼) 1
( − 𝑡)𝛼
𝛽

1 𝛽 𝛼 Γ(𝛼)
𝑀𝑥 (𝑡) =
𝛽 𝛼 Γ(𝛼) (1 − 𝛽𝑡)𝛼

𝑀𝑥 (𝑡) = (1 − 𝛽𝑡)−𝛼