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# Jointly Distributed Random Variables : Gamma and Exponential Distributions

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If X1, X2,...Xn are all independent Expo(&#955;), and Sn=&#931; i=1..n Xi, then Sn&#8776;Gamma (n,&#955;). Show that this is true when n=2.

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(This problem is from the chapter of Jointly Distributed Random Variables.)

Before I prove this question, I would like to recall the Exponential random variable and Gamma distribution.

A random variable is said to have a gamma distribution with parameters if its density function is
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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.

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