Question: Random variables X and Y are independent exponential random variables with expected values E[X] = 1/ and E[Y] = 1/. If ,

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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