In article <[EMAIL PROTECTED]>,
ZHANG Yan <[EMAIL PROTECTED]> wrote:

>Suppose Y=X1+X2+...Xn, where Xi (i=1,2...n) are positive i.i.d. gamma
>distribution. I hope to find the distribution function of Y.

Y has a gamma distribution with shape parameter n times that of the Xi.

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Radford M. Neal                                       [EMAIL PROTECTED]
Dept. of Statistics and Dept. of Computer Science [EMAIL PROTECTED]
University of Toronto                     http://www.cs.utoronto.ca/~radford
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