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Math Help - how to find the p.d.f. of n exponential distributed random variables?

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    how to find the p.d.f. of n exponential distributed random variables?

    n exponential distributed independent random varibles .

    how to find the p.d.f. of their sum?
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  2. #2
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    Quote Originally Posted by silversand View Post
    n exponential distributed independent random varibles .

    how to find the p.d.f. of their sum?
    I suggest using a moment generating function approach.
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    Quote Originally Posted by silversand View Post
    n exponential distributed independent random varibles .

    how to find the p.d.f. of their sum?
    If each X_i\sim\Gamma(1,\theta)
    and they are independent, then their sum is a \Gamma(n,\theta)
    by multiplying their MGFs.
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    Quote Originally Posted by silversand View Post
    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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