- #1

Pere Callahan

- 586

- 1

Another question...

I know that the minimum of n i.i.d [tex]\lambda[/tex]-exponentially distributed random variables is again exponentially distributed (with parameter [tex]n\lambda[/tex]). Is something similar true for [tex]\Gamma(k,\theta)[/tex] ...? that is, is the minimum of n i.i.d Gamma distributed random variables again Gamma distributed... or is it some other well known distribution?

I also know about the extreme-value theorem which might be of use if I were only interested in large n (which is actually the case) but an explicit distribution seems always better to me.

Thanks for any answers

-Pere