let X~gamma(x,λ), Y~gamma(y,λ)(adsbygoogle = window.adsbygoogle || []).push({});

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)

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# The sum of two gamma distributions

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