Solution

ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2019/ii/paper-3/26k/e/solution

The displayed density is that of a gamma distribution with shape and rate one. Put
By the additivity of independent gamma distributions with a common rate,
Equivalently, the independence of random variables makes the Laplace transform of a nonnegative random variable of the sum equal
Therefore the required probability density function is

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