Suppose that Y1, Y2, …, Yn are independent, exponentially distributed random variables with parameter $\displaystyle \beta$.
(A) Let X = Y1 + Y2 + … +Yn. Prove that X has a gamma distribution with parameters n and $\displaystyle \beta$.
Suppose that Y1, Y2, …, Yn are independent, exponentially distributed random variables with parameter $\displaystyle \beta$.
(A) Let X = Y1 + Y2 + … +Yn. Prove that X has a gamma distribution with parameters n and $\displaystyle \beta$.