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Hi, I want to find the expression of P(Y1+...+Yn>U) as shown in the screeshot below but I have no idea how to do this. I'm not sure whether I should use Erlang distribution or gamma distribution. Please advise. Any help will be greatly appreciated!

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  • $\begingroup$ let say Y_i is the monthly expenses, and U is an unknown threshold, so what should be the probability of n month expenses exceed the threshold? $\endgroup$
    – Elvis
    Mar 16, 2020 at 7:01
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    $\begingroup$ Please add self-study tag and tell us why using the distribution of the sum of the $Y_i$'s is not helping. $\endgroup$
    – Xi'an
    Mar 16, 2020 at 7:02

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