Question: Please help me!! 8. (5 points) Set up, but do not evaluate, an integral that will yield the density of Z = X + Y,

Please help me!!

8. (5 points) Set up, but do not evaluate, an integral that will yield the density of Z = X + Y, where X and Y are both normal random variable with parameters =0 and o=2. You may assume that X and Y are independent

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