作者hata506 (真夏的圣诞节)
看板Statistics
标题[问题] 证明分配
时间Wed Oct 19 13:34:30 2005
let { Xn , n = 1, 2, ..... } be a set of iid Exp(λ) random variables,
and let N be an independent G(p) random variable.
Show that Z = X_1 + X_2 + ... + X_N
is an Exp(λp) random variable.
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