Question: Exercise: Continuous convolution 2 points possible (graded) When calculating the convolution of two PDFs, one must be careful to use the appropriate limits of integration.

Exercise: Continuous convolution 2 points possible (graded) When calculating the convolution of two PDFs, one must be careful to use the appropriate limits of integration. Suppose that and are nonnegative random variables. In particular, is equal to some positive function for and is zero for . Similarly, is equal to some positive function for , and is zero for . Then, the convolution integral is of the form for suitable choices of a and b determined by . Fix some z>=0. Find a and b. (Your answer can be an algebraic function of .)

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