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Gamma distribution from sample mean of Exponential distribution
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[QUOTE="Ray Vickson, post: 4717007, member: 330118"] If ##g(w)## is the density function of some random variable ##W##, how do we find the density function of ##W/n##? One way is to do it is to differentiate the cdf of ##W/n##. However, if you prefer to use formulas for change-of-variables in probability you can do that instead. You should to it first for a general pdf ##g(w)##, [B]then[/B] specialize this to the case of the Erlang density. I cannot figure out what you are doing with all your 'cancellations' and whatnot. [/QUOTE]
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Gamma distribution from sample mean of Exponential distribution
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