Let W = X1 + X2 + + Xh, a sum of h mutually

Question:

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 distribution with parameters α = h and θ, respectively
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 and Statistical Inference

ISBN: 978-0321923271

9th edition

Authors: Robert V. Hogg, Elliot Tanis, Dale Zimmerman

Question Posted: