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Let X∼Γ(a1,b) be independent of Y, and suppose W=X+Y∼Γ(a2,b), where a2> a1. ShowY∼Γ(a2−a1,b)

Let X∼Γ(a1,b) be independent of Y, and suppose W=X+Y∼Γ(a2,b), where a2> a1. ShowY∼Γ(a2−a1,b)

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