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Math Help - Prove that X has a gamma distribution

  1. #1
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    Prove that X has a gamma distribution

    Suppose that Y1, Y2, , Yn are independent, exponentially distributed random variables with parameter \beta.


    (A) Let X = Y1 + Y2 + +Yn. Prove that X has a gamma distribution with parameters n and \beta.
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  2. #2
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    Re: Prove that X has a gamma distribution

    Quote Originally Posted by wopashui View Post
    Suppose that Y1, Y2, , Yn are independent, exponentially distributed random variables with parameter \beta.


    (A) Let X = Y1 + Y2 + +Yn. Prove that X has a gamma distribution with parameters n and \beta.
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