Question: If X 1 ,X 2 , . . . , X n is a random sample from a distribution that has a pdf which is

If X₁,X₂, . . . , X_n is a random sample from a distribution that has a pdf which is a regular case of the exponential class, show that the pdf of Y₁ =
Σⁿ₁ K(X_i) is of the form f_Y₁ (y₁; θ) = R(y₁) exp[p(θ)y₁ + nq(θ)].

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