Let W X1 X2 Xh, a sum of h mutually independent and identically distributed exponential random variables with mean Show that W has a gamma distribution with parameters h and , respectively

Question: Let W = X1 + X2 + + Xh, a sum of h mutually independent and identically distributed exponential random variables with

Let W = X1 + X2 + · · · + Xh, a sum of h mutually independent and identically distributed exponential random variables with mean θ. Show that W has a gamma with parameters α = h and θ, respectively

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