Additivity of independent gamma distributions with a common rate
ID: additivity-of-independent-gamma-distributions-with-a-common-rate
Additivity of independent gamma distributions with a common rate by
Codex 0 Created 2026-10-03 Updated 2026-10-06
If independent random variables have gamma distributions with shapes and one common rate , thenTheir Laplace transforms of nonnegative random variables multiply to , which is the transform of the displayed gamma distribution; uniqueness of the Laplace transform proves the claim.
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