Question: Exercise 5 (3 points). Let X and Y be two independent continuous randorn variables with pdfs fX and fy. Show that the distribution of Z

Exercise 5 (3 points). Let X and Y be two independent continuous randorn variables with pdfs fX and fy. Show that the distribution of Z = X 7 Y is given by M2) : [00 some 2) d2: Hint: Look at the proof for the distribution of X + Y. Extra credit:+ 3 points What is the distribution of X + Y + Z , Where X , Y, Z are three independent, continuous random variables
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