Question: 1) For s > 0, let F (a) = for sa-1e-s ds. Suppose a, > 0. Let X and Y be independent random variables

1) For s > 0, let F (a) = for sa-1e-s ds.

1) For s > 0, let F (a) = for sa-1e-s ds. Suppose a, > 0. Let X and Y be independent random variables each with a probability density xa-1e-xxa function: fx(x): = and (a) xB-1e-xxxB fy(x) = Using the convolution (B) formula: - x+r(x) = [ fx(x y)fy(y) dy, find the probability density function of fx+y. Use may use the following identity in your calculations: x-1 (1 x) B-1 dx ()() - T(+B)

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