Question: Answer the question and prove with steps. Problem 3 (20p). Let X, Y, Z be i.i.d. R-valued random variables each with the uniform distribution on

Answer the question and prove with steps.

Problem 3 (20p). Let X, Y, Z be i.i.d. R-valued random variables each with the uniform distribution on [0, 1). Determine the probability density function of X + Y + Z

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