2. Let X be a Gamma random variable with parameters A and k E N; i.e., X has density 入kek-le- (k-1)! dx x > 0; fr(x) = 0, otherwise. Let Y be an exponential random variable with parameter A, independent of X. Find the density of X + Y and identify the distribution by name (with values for any parameters).

A First Course in Probability (10th Edition)
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ISBN:9780134753119
Author:Sheldon Ross
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Chapter1: Combinatorial Analysis
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2. Let X be a Gamma random variable with parameters A and k E N; i.e., X has density
入kek-le-
(k-1)!
dx
x > 0;
fr(x) =
0,
otherwise.
Let Y be an exponential random variable with parameter A, independent of X. Find
the density of X + Y and identify the distribution by name (with values for any
parameters).
Transcribed Image Text:2. Let X be a Gamma random variable with parameters A and k E N; i.e., X has density 入kek-le- (k-1)! dx x > 0; fr(x) = 0, otherwise. Let Y be an exponential random variable with parameter A, independent of X. Find the density of X + Y and identify the distribution by name (with values for any parameters).
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