Question: 1.Problem 11.8 The continuous random variables X and Y are nonnegative and independent. Verify that the density function of Z = X + Y is
1.Problem 11.8 The continuous random variables X and Y are nonnegative and independent. Verify that the density function of Z = X + Y is given by the convolution formula z
fZ(z) =
0 fX(z − y) fY(y)dy for z ≥ 0.
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