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Q60Section III (Statistics)60 of 84

log⁡(1+X)\log(1+X) is exponential with rate λ\lambda; two of them add to Gamma(2,λ)(2,\lambda)

Let X1,X2X_1,X_2 have the pdf f(x∣λ)=λ(1+x)λ+1f(x\mid\lambda)=\dfrac\lambda{(1+x)^{\lambda+1}}, x>0x>0 (independently). The distribution of Z=log⁡(1+X1)+log⁡(1+X2)Z=\log(1+X_1)+\log(1+X_2) is:

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