I am working on statistics after long time. Struggling with the basics.
Is the sum of two exponential distributed random no. is also exponential random number?
I am working on statistics after long time. Struggling with the basics.
Is the sum of two exponential distributed random no. is also exponential random number?
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If $X_1,...,X_n$ are independent and each have the same Exponential distribution, then $Y\equiv X_1+\cdots+X_n$ has a Gamma distribution.
I don't mention the specific parameters in the Exponential and Gamma distributions because different texts use different parameterizations of these distributions.