Let Xi∼Exp(λ)X_i \sim \text{Exp}(\lambda)Xi∼Exp(λ). What is the distribution of Sn=∑i=1nXiS_n = \sum_{i=1}^n X_iSn=∑i=1nXi?
Gamma(n,λ)\text{Gamma}(n, \lambda)Gamma(n,λ)
Exp(nλ)\text{Exp}(n\lambda)Exp(nλ)
Gamma(n,1/λ)\text{Gamma}(n, 1/\lambda)Gamma(n,1/λ)
Poisson(nλn\lambdanλ)