What is the pdf of the sum of two random variables each of which each is a gamma distribution with parameters 0 and a. That is X~gamma(0, a) and Y~gamma(0, a). Use moment generating functions to show this.

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
Section13.2: Expected Value And Variance Of Continuous Random Variables
Problem 10E
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4. What is the pdf of the sum of two random variables each of which each is a gamma distribution with
parameters 0 and a. That is X~gamma(0,a) and Y~gamma(0, a). Use moment generating
functions to show this.
Transcribed Image Text:4. What is the pdf of the sum of two random variables each of which each is a gamma distribution with parameters 0 and a. That is X~gamma(0,a) and Y~gamma(0, a). Use moment generating functions to show this.
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