Use the moment generating function technique to solve. Let X1, . . . , Xn be independent random variables, such that Xi ∼ Exponential(θ), for i =1, . . . , n. Find the distribution of Y = X1 + · · · + Xn.
Use the moment generating function technique to solve. Let X1, . . . , Xn be independent random variables, such that Xi ∼ Exponential(θ), for i =1, . . . , n. Find the distribution of Y = X1 + · · · + Xn.
Calculus For The Life Sciences
2nd Edition
ISBN:9780321964038
Author:GREENWELL, Raymond N., RITCHEY, Nathan P., Lial, Margaret L.
Publisher:GREENWELL, Raymond N., RITCHEY, Nathan P., Lial, Margaret L.
Chapter13: Probability And Calculus
Section13.CR: Chapter 13 Review
Problem 42CR
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Use the moment generating
Let X1, . . . , Xn be independent random variables, such that Xi ∼ Exponential(θ), for i =1, . . . , n.
Find the distribution of Y = X1 + · · · + Xn.
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