Explain why a gamma random variable can has a Normal distribution

Mathematics
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Explain why a gamma random variable with parameters (α, λ) has an approximately normal distribution when α is large? Please tell me the process of the proof

Apr 26th, 2015

The gamma(beta,alpha)  distribution yields the time you have to wait for alpha independent poisson events, with average weight-time of beta between events. As alpha goes to infinity, we may apply the central limit theorem to get the normal distribution. 

Apr 26th, 2015

Could you give me some more details? Since I am not clear how to prove it step by step, especially for the first sentence.

Apr 27th, 2015

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Apr 26th, 2015
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Apr 26th, 2015
May 23rd, 2017
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