I have N random variables: [X][/1],...,[X][/N] which are all independent. The PDF (probability density function) of each random variable [f][/[X][/i]]=[e][/−a/([x][/(2/b)])][x][/−(4+b)/b]. What is the PDF [f][/S](x) where S= [X][/1]+...+[X][/N]. I tried to use the moment generating function but I was stacked.I will appreciate any hints.
Thank you in advance.
Thank you in advance.