function [m,s,p]=LRexample(n) m=[]; s=[]; p=.6:.03:1.2; for psi=p; X=gamrnd(n,psi,1,30000); m=[m mean(X.*exp(X*(1-1/psi)))]; s=[s sqrt(var(X.*exp(X*(1-1/psi))))]; end m=m./(n*p.^n); s=s./(n*p.^n); plot(p,s,'k') xlabel('psi') ylabel('standard deviation(T)') figure plot(p,m) xlabel('psi') ylabel('mean(T)')