- #1
ghostyc
- 26
- 0
Hi all,
I am now doing revision for one of the statistics module.
I am having some difficulty to proove the following:
Given n iid Exponential distribution with rate parameter [tex]\mu[/tex],
using convolution to show that the sum of them is Erlang distribution with density
[tex] f(x) = \mu \frac{(\mu x)^{k-1}} {(k-1)!} \exp(-\mu x) [/tex]
I have read many book, which all have seen to ommitted the proof or
let as an exercise.
Can someone help?
Thanks!
I am now doing revision for one of the statistics module.
I am having some difficulty to proove the following:
Given n iid Exponential distribution with rate parameter [tex]\mu[/tex],
using convolution to show that the sum of them is Erlang distribution with density
[tex] f(x) = \mu \frac{(\mu x)^{k-1}} {(k-1)!} \exp(-\mu x) [/tex]
I have read many book, which all have seen to ommitted the proof or
let as an exercise.
Can someone help?
Thanks!