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if x1,x2,...xn,is a random sample from a distribution that has a p.d.f. which is a regular case of the exponential class(that is, f(x;θ)=exp[p(θ)K(x)+S(x)+q(θ)],a<x<b)), show that the p.d.f. of Y1=K(x1)+...+K(xn) is of the form g(y;θ)=R(y1)exp[p(θ)y1+nq(θ)]
请问该怎么证明?题目提示做辅助随机变量Yi=xi,然后呢?要对yi积分的时候不知道该怎么化了,谢谢