Let X1,…,XnX_1, \ldots, X_nX1,…,Xn be i.i.d. with distribution Exp(λ)(\lambda)(λ). What is the distribution of Y=2λ∑i=1nXiY = 2\lambda \sum_{i=1}^n X_iY=2λ∑i=1nXi?
χ2n2\chi^2_{2n}χ2n2
Gamma(n,1)(n, 1)(n,1)
Exponential(n)(n)(n)
Normal(n,1)(n, 1)(n,1)