n exponential distributed independent random varibles . how to find the p.d.f. of their sum?
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Originally Posted by silversand n exponential distributed independent random varibles . how to find the p.d.f. of their sum? I suggest using a moment generating function approach.
Originally Posted by silversand n exponential distributed independent random varibles . how to find the p.d.f. of their sum? If each $\displaystyle X_i\sim\Gamma(1,\theta)$ and they are independent, then their sum is a $\displaystyle \Gamma(n,\theta)$ by multiplying their MGFs.
Originally Posted by silversand n exponential distributed independent random varibles . how to find the p.d.f. of their sum? As a gamma function with alpha= n and beta= beta
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