Question: 1. Problem 14.13 Let X1,...,Xn be independent random variables each having a gamma density with the same scale parameter . Denote by i the shape
1. Problem 14.13 Let X1,...,Xn be independent random variables each having a gamma density with the same scale parameter β. Denote by αi the shape parameter of the gamma density of the Xi. Verify that X1 +···+Xn has a gamma density with shape parameter α1 +···+αn and scale parameter β.
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