Let Y1, Y2,..., Yn be independent random variables such that each Yi has a gamma
Chapter 6, Problem 6.57(choose chapter or problem)
Let Y1, Y2,..., Yn be independent random variables such that each Yi has a gamma distribution with parameters i and . That is, the distributions of the Y s might have different s, but all have the same value for . Prove that U = Y1 + Y2 ++ Yn has a gamma distribution with parameters 1 + 2 ++ n and .
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