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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