?Let \(X_{1}\), \(X_{2}\), \(\ldots\), \(X_{r}\) be independent exponential random

Chapter 5, Problem 5.8.9

(choose chapter or problem)

Let \(X_{1}\), \(X_{2}\), \(\ldots\), \(X_{r}\) be independent exponential random variables with parameter \(\lambda\).

(a) Find the moment-generating function of \(Y=X_{1}+X_{2}+\ldots+X_{r}\).

(b) What is the distribution of the random variable Y ?

Text Transcription:

X_1

X_2

ldots

X_r

lambda

Y=X_1+X_2+ldots+X_r

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