Question: If X, X2,...,X, are independent and identically distributed exponential random variables with parameter A, show that X, has a gamma distri- bution with parameters

If X, X2,...,X, are independent and identically distributed exponential random variables with parameter A, show that " X, has a gamma distri- bution with parameters (n, ) That is, show that the density function of X, is given by = f(t) e(t)/(n - 1)!, t0

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