Random variables X and Y are independent exponential random variables with expected values E[X] = 1/

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Random variables X and Y are independent exponential random variables with expected values E[X] = 1/ λ and E[Y] = 1/μ. If μ ≠ λ, what is the PDF of W = X + Y? If μ = λ what is fw(w)?

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Probability and Stochastic Processes A Friendly Introduction for Electrical and Computer Engineers

ISBN: 978-1118324561

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Authors: Roy D. Yates, David J. Goodman

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Question Posted: Jul 18, 2016 08:42 AM

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Random variables X and Y are independent exponential random variables with expected values E[X] = 1/

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By using Theorem 69 we can find the PDF of W X Y by convolving th...View the full answer

Probability and Stochastic Processes A Friendly Introduction for Electrical and Computer Engineers

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