Let X and Y be two RVs of continuous type with pdf f(x, y) = e ^(xy)
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Question:
Let X and Y be two RVs of continuous type with pdf f(x, y) = e ^(xy) ; 0 < x < , 0 < y < . If X + Y = Z, then determine P(Z z) for 0 < z < . Furthermore, determine the pdf of Z. (Hint: Limits of the double integral are 0 < x < z y and 0 < y < z)
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