# Thread: Prove that X has a gamma distribution

1. ## Prove that X has a gamma distribution

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 $\displaystyle \beta$.

2. ## Re: Prove that X has a gamma distribution

Originally Posted by wopashui
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 $\displaystyle \beta$.
What have you tried? Where are you stuck?