Variance of the exponential of a gamma

Let XGamma(shape 8, scale 13)X \sim \text{Gamma}(\text{shape } 8,\ \text{scale } \tfrac13). Compute Var(eX)\operatorname{Var}(e^{X}). The answer has the form ab(a2)ca^{b} - \left(\tfrac{a}{2}\right)^{c} for integers a,b,ca, b, c; find abca\cdot b\cdot c.

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  1. Var(eX)=E[e2X]E[eX]2\operatorname{Var}(e^X)=\mathbb{E}[e^{2X}]-\mathbb{E}[e^X]^2; use the gamma MGF (1θt)k(1-\theta t)^{-k} at t=1,2t=1,2.
  2. You get 38(3/2)163^8-(3/2)^{16}, so a=3,b=8,c=16a=3,b=8,c=16.

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384

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