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Jointly Distributed Random Variables : Gamma and Exponential Distributions

If X1, X2,...Xn are all independent Expo(λ), and Sn=Σ i=1..n Xi, then Sn≈Gamma (n,λ). Show that this is true when n=2.

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Solution Summary

Gamma and Exponential Distributions with regard to Jointly Distributed Random Variables are investigated. The solution is detailed and well presented. The response received a rating of "5" from the student who originally posted the question.