Question: Show that if variable X has a GAM(n, 1) distribution, where n is a positive integer, then its cdf is given by the following formula:

Show that if variable X has a GAM(n, 1) distribution, where n is a positive integer, then its cdf is given by the following formula:

FX(x) = 1

Γ(n)

x 0

t n−1e−t dt = 1 − e−x n

−1 j=0 xj j!

.

(Hint: Integrate by parts and use induction.)

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