Hi im just trying to prove to myself that I can solve this integration. It is infact the distribution function to the exponential distribution derived from the gamma distribution when$\displaystyle \alpha=1$

$\displaystyle F_{x}(x)=\int_0^x(\lambda).exp[-(\lambda)x]dx=1-exp[-(\lambda)x]$

Im not sure how this is done. Two variables are chi and x. Could somebody show me the working for this, perhaps explain how the chi variable is dealt here.

Thanks.