Suppose we have two Erlang random variables X and Y that are dependent. X ~ Erlang(1, k) and Y ~ Erlang(3, k). Let Z = Y - X. Would the moment generating function of Z be equivalent to the moment generating function of Y divided by that of X and hence Z ~ Erlang(2, k)?
2026-05-05 07:46:03.1777967163
Difference between 2 dependent Erlang variables
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