Question: 5. From the interval (0, 1), two random numbers X and Y are selected independently. Show that the probability density function of their sum is

5. From the interval (0, 1), two random numbers X and Y are selected independently.

Show that the probability density function of their sum is given by

t g(t)=2-t 0 if 0

Because of the shape of the probability density function of X + Y, the random variable X + Y is said to have a triangular distribution. (See Figure 8.8.)

t g(t)=2-t 0 if 0

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