- #1

lily_w

- 1

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Pr(X>t)=Pr(Y ≤r−1), where X follows a gamma Γ(α = r, β = 1/λ) and Y a Poisson P (λt).

Start with r = 1 (exponential distribution).

I don't really understand what induction on r really means.

I tried just showing the basic density equation for both (Gamma and Poisson) but i don't know how to make them simplify into the same thing.