In Example 6 33 we found the distribution of the sum of two i i d exponential variables with parameter Icirc raquo Call the sum X Let Y be a third independent exponential variable with parameter Icirc raquo Use the convolution formula 6 8 to find the sum of three independent exponential random variables by finding the distribution of X Y Convolution formula fx Y(t) f(t y)g(y) dy

Question: In Example 6.33 we found the distribution of the sum of two i.i.d. exponential variables with parameter Î». Call the sum X. Let Y be

In Example 6.33 we found the distribution of the sum of two i.i.d. exponential variables with parameter Î». Call the sum X. Let Y be a third independent exponential variable with parameter Î». Use the convolution formula 6.8 to find the sum of three independent exponential random variables by finding the distribution of X + Y.

Convolution formula:

fx+Y(t) = f(t y)g(y) dy.

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