# probability distributions – How to find the PDF/CDF of the product between an exponential random variable and Erlang random variable?

How to find the PDF/CDF of the product between an exponential random variable and Erlang random variable ?

Particularly, $$Z = XY$$ where $$X$$ follow the Erlang Distribution with parameter $$left( {k,{lambda _x}} right)$$ and $$Y$$ follow the Exponential Distribution with parameter $${lambda _y}$$.

During my research this derivation become obviously needed but I could not find any way to do it