=+20.18. 1 Let N, X1, X2 ,... be independent, where P[N =n] =q-p, n 21, and each
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=+20.18. 1 Let N, X1, X2 ,... be independent, where P[N =n] =q"-p, n 21, and each X, has the exponential density f(x;
a, 1). Show that X, + . . . +X, has density f(x; ap, 1).
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Related Book For 
Probability And Measure Wiley Series In Probability And Mathematical Statistics
ISBN: 9788126517718
3rd Edition
Authors: Patrick Billingsley
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