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

1. 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?

2. 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.

3. Originally Posted by silversand
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.

4. 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