In article <[EMAIL PROTECTED]>,
ZHANG Yan <[EMAIL PROTECTED]> wrote:

>Many thanks for this reply and previously several patient answers provided.
>
>Xi are iid gamma distribution and should have the same scale parameter.
>If the shape parameter and scale parameter of Xi are a and b, respectively.
>Then Y is still gamma distribution. Moreover, the shape parameter of Y is a,
>and the scale parameter of Y is nb. Is this correct?

No.  The scale parameter of Y is b and the shape parameter of Y is na.

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Radford M. Neal                                       [EMAIL PROTECTED]
Dept. of Statistics and Dept. of Computer Science [EMAIL PROTECTED]
University of Toronto                     http://www.cs.utoronto.ca/~radford
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