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a) Find the Erlang density fSn(t) by convolving fX(x)=λ(-λx) with itself n times. b) Find the moment generating function of X (or find the Laplace transform of fX(x) ), and use this to find the moment generating function (or Laplace transform) of Sn=X1 X2 ⋯ Xn. Invert your result to find fSn(t). c) Find the Erlang density by starting with (2.14) and then calculating the marginal density for Sn. | Numerade
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