- #1
Bachelier
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- 0
let X~gamma(x,λ), Y~gamma(y,λ)
then Z = X+Y is gamma (x+y, λ)
I'm trying to prove this. Is using the moment generating functions the only way to do it.
and in such case, can I assume that M_{Z}(t)= M_{X}(t)*M_{Y}(t)
then Z = X+Y is gamma (x+y, λ)
I'm trying to prove this. Is using the moment generating functions the only way to do it.
and in such case, can I assume that M_{Z}(t)= M_{X}(t)*M_{Y}(t)