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- July 29th 2011, 09:36 AM #1

- Joined
- Jun 2011
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- Colorado, United States
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- 56

## MGF

The question is:

Let be independent and identically distributed exponential random variables each with mean . Find the MGF of and verify that it is the MGF of a gamma random variable with parameters = n and .

The answer is:

I have the MGF for an exponential distribution and the MGF for a gamma distribution and the answer, but I cannot see how to put it all together. Any ideas?

- July 29th 2011, 02:11 PM #2