20. Let W be a gamma random variable with parameters (r, B), and suppose that conditional on...
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20. Let W be a gamma random variable with parameters (r, B), and suppose that conditional on W = w, X1, X2, …, X, are independent exponential random variables with rate w. Show that the conditional distribution of W given that X₁ = x1, X2 = x2,..., X, = x, is gamma with parameters
(r + n, B + Σ x,)
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