In Example 6.33 we found the distribution of the sum of two i.i.d. exponential variables with...

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In Example 6.33 we found the distribution of the sum of twoi.i.d. exponential variables with parameter λ. Call the sum X. LetY be a third independent exponential variable with parameter λ. Usethe convolution formula 6.8 to find the sum of three independentexponential random variables by finding the distribution of X +Y.

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AnswerGiven Datawe found the distribution of the sum of two iid exponentialvariables    See Answer
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