Question: 2. Let X1 and X2 be two independent exponential random variables with mean = 1/. (Thus, their common density is f (x) =

2. Let X1 and X2 be two independent exponential random variables with mean μ = 1/λ. (Thus, their common density is f (x) = λ exp(−λx), x>0.). Use the convolution formula (5.3.3) to find the PDF of the sum of two independent exponential random variables.

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