Let X1, . . . , Xn be independent random variables, such that Xi ∼ Exponential(θ), for i =1, . . . , n. Find the distribution of Y = X1 + · · · + Xn.

Algebra & Trigonometry with Analytic Geometry
13th Edition
ISBN:9781133382119
Author:Swokowski
Publisher:Swokowski
Chapter10: Sequences, Series, And Probability
Section10.8: Probability
Problem 21E
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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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