Suppose that Y1, Y2, …, Yn are independent, exponentially distributed random variables with parameter . (A) Let X = Y1 + Y2 + … +Yn. Prove that X has a gamma distribution with parameters n and .
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Originally Posted by wopashui Suppose that Y1, Y2, …, Yn are independent, exponentially distributed random variables with parameter . (A) Let X = Y1 + Y2 + … +Yn. Prove that X has a gamma distribution with parameters n and . What have you tried? Where are you stuck?
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