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

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 with parameters a = n and 3 = 0.

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