Question: the same rate r(a, 3) is (1 parameter.) Show that the sum of two independent Gamma distributed random variables with parameter 3 is Gamma

the same rate r(a, 3) is (1 parameter.) Show that the sum

  

the same rate r(a, 3) is (1 parameter.) Show that the sum of two independent Gamma distributed random variables with parameter 3 is Gamma distributed. You can assume that the c.f. of distribution it/3). (The parameter a is called the shape parameter, and 3 is called he rate

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