Let X1, X2, ..., Xn be independent and identically distributed random variables, X ∼ Exp(λ). Show that the sum X1 + X2 + · · · + Xn is Γ(n, λ) distributed. Let X1, X2, ..., X, be independent and identically distributed random variables, X ~Exp(X). Show that the sum X1 + X2+ · + Xn is I'(n, A) distributed.

Answered: Let X1, X2, ..., Xn be independent and…

Let X1, X2, ..., Xn be independent and identically distributed random variables, X ∼ Exp(λ). Show that the sum X1 + X2 + · · · + Xn is Γ(n, λ) distributed.

Algebra & Trigonometry with Analytic Geometry

13th Edition

ISBN:9781133382119

Author:Swokowski

Publisher:Swokowski

Chapter10: Sequences, Series, And Probability

Section10.8: Probability

Problem 31E

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Let X1, X2, ..., Xn be independent and identically distributed random variables, X ∼ Exp(λ). Show that the sum X1 + X2 + · · · + Xn is Γ(n, λ) distributed.

Let X1, X2, ..., X, be independent and identically distributed random variables, X ~
Exp(X). Show that the sum X1 + X2+ · + Xn is I'(n, A) distributed.

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