In[1]:= PDF[ErlangDistribution[α, β], t]

ⅇ-t β t-1+α βα
t>0
Out[1]= Gamma[α]
0 True

In[2]:= PDF[ErlangDistribution[n, λ], t]

ⅇ-t λ t-1+n λn
t>0
Out[2]= Gamma[n]
0 True

In[3]:= PDF[ExponentialDistribution[λ], x]
ⅇ-x λ λ x ≥ 0
Out[3]=
0 True

In[17]:= fS2 = Integrateλ ⅇ-x λ  λ ⅇ-(t-x) λ , {x, 0, t}

Out[17]= ⅇ-t λ t λ2

In[18]:= fS3 = Integrateⅇ-x λ x λ2   λ ⅇ-(t-x) λ , {x, 0, t}

1
Out[18]= ⅇ-t λ t2 λ3
2

1
In[19]:= fS4 = Integrate ⅇ-x λ x2 λ3  λ ⅇ-(t-x) λ , {x, 0, t}
2
1
Out[19]= ⅇ-t λ t3 λ4
6

1
In[20]:= fS5 = Integrate ⅇ-x λ x3 λ4  λ ⅇ-(t-x) λ , {x, 0, t}
6
1
Out[20]= ⅇ-t λ t4 λ5
24