- #1
millwallcrazy
- 14
- 0
I know that hte MGF is = the E[e^tx]
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
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