Exercise 2. Let X1, X2, , Xn be independent erponential random vari- ables with the same parameter ). Using induction, show that the density of X = X1+ X2+·+ Xn is ... fn (x) = (n- 1)!""e (17) ( Recall this is the Erlang distribution, a special case of the Gamma distri- bution.)

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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Exercise 2. Let X1, X2, , Xn be independent erponential random vari-
ables with the same parameter ). Using induction, show that the density of
X = X1+ X2+··.
...
+ Xn is
fn (x) =
(n- 1)1"-le-
(17)
%3D
( Recall this is the Erlang distribution, a special case of the Gamma distri-
bution.)
Transcribed Image Text:Exercise 2. Let X1, X2, , Xn be independent erponential random vari- ables with the same parameter ). Using induction, show that the density of X = X1+ X2+··. ... + Xn is fn (x) = (n- 1)1"-le- (17) %3D ( Recall this is the Erlang distribution, a special case of the Gamma distri- bution.)
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