I know that hte MGF is = the E[e^tx](adsbygoogle = window.adsbygoogle || []).push({});

How do i show that if i take a sample (X1;X2; : : :Xn) from the exponential density f(x) = A*e^(-Ax), then the sum Z = sum(Xi) has the gamma density?

I found that the MGF for the exponential was A/(t-A) if that helps

Thanks

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# Moment generating function help?

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