Suppose X₁ and X₂ are i.r.v. and come from gamma(2a, λ). Task 1 Show that U = X₁ + X₂ comes from gamma(4a, λ).

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can you show the proof for this using the moment-generating function (MGF) method , with explanations please 

Suppose X₁ and X₂ are i.r.v. and come from gamma(2a, λ).
Task 1 Show that U = X₁ + X₂ comes from gamma(4a, 2).
Transcribed Image Text:Suppose X₁ and X₂ are i.r.v. and come from gamma(2a, λ). Task 1 Show that U = X₁ + X₂ comes from gamma(4a, 2).
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