Question: 6. Let X1, X2, . . . , Xn be independent random variables with the exponential distribution, parameter . Show that X1 + X2 +

6. Let X1, X2, . . . , Xn be independent random variables with the exponential distribution, parameter

λ. Show that X1 + X2 + · · · + Xn has the gamma distribution with parameters n and

λ.

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