Question: Let random variables X1, X2 be independent and have both EXP() distribution. (i) Find the cdf and the density of X1 X2. (ii) Find

Let random variables X1, X2 be independent and have both EXP(λ) distribution.

(i) Find the cdf and the density of X1 − X2. (ii) Find the cdf and the density of X1/X2. (iii) Show that Z1 = X1 + X2 and Z2 = X1/(X1 + X2) are independent.

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