Let $X \sim \Gamma(n , 1)$, I want to calculate $\mathbb{E}(|X - n|)$. Is there any good approach?
Expectation of Gamma Distribution
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probability
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0Yes: compute the expectation of $X-n$ on the event $[X-n\geqslant0]$. – 2012-01-27
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0Any progress with the hint above? – 2012-03-01
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0@DidierPiau Currently no, I found it a bit hard to get the result. – 2012-03-04
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0Do you know the density of the distribution of $X$? – 2012-03-04
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0Got something from the comments above? – 2012-08-15