Black-Scholes sensitivity to underlying delta change. B. The size of R is the common size of A and B if both are matrices. If either parameter is a scalar, the size of R is the size of the other parameter.
Some references refer to the gamma distribution with a single parameter.
For large we could actually work it out, it would be approximately a ratio of a and a could be close to a , this has to be worked out and proved using the delta method, it is hard and clumsy. Suppose the true distribution IS . Make 1000 such samples, estimate the parameters by the method of moments, plot the sampling distribution. Thus the method of moments tells us to estimate by . Write the parameters as a function of the moments.