Question

Moment generating function of the sum of two exponential distribution proof

Answer 1

Answer:

The most significant property of moment generating function is that ``the moment generating function uniquely determines the distribution.''Let and be constants, and let be the mgf of a random variable .

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Answer 2

Answer -

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• Let X1+X2+X3+X4 be iid exponential random variables with parameter λ, and S=X1+X2+X3+X4 S follows the gamma distribution with parameters λ and r=4

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