If X1, X2,..., X0 are independent random variables having identical exponential distributions with parameter 6, show that

Question:

If X1, X2,..., X0„ are independent random variables having identical exponential distributions with parameter 6, show that the density function of the random variable Y = X\ +X2+ • + Xn is that of a gamma distribution with parameters a = n and 3 = 0.
Distribution
The word "distribution" has several meanings in the financial world, most of them pertaining to the payment of assets from a fund, account, or individual security to an investor or beneficiary. Retirement account distributions are among the most...
Fantastic news! We've Found the answer you've been seeking!

Step by Step Answer:

Related Book For  book-img-for-question

Probability & Statistics For Engineers & Scientists

ISBN: 9780130415295

7th Edition

Authors: Ronald E. Walpole, Raymond H. Myers, Sharon L. Myers, Keying

Question Posted: