Question: The probability density function (PDF) of a sum of two independent continuous random variablesXandYis given by the convolution of the PDFs, fXandfY: fX+Y(z) = fX(x)fY(zx)dx.

The probability density function (PDF) of a sum of two independent continuous random variablesXandYis given by the convolution of the PDFs,

fXandfY:

fX+Y(z) =

fX(x)fY(zx)dx.

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