If $X_1, X_2, ..., X_n \sim \mathcal N (\mu, \sigma^2) $ i.i.d. and $S^2$ is the sample variance. How do I go about calculating the moment generating function of $S^2 $ itself and deduce that $S^2$ has a gamma distribution?
2026-02-22 23:07:21.1771801641
How to prove sample variance has a gamma distribution by using mgf.
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