Question: The question is shown below Exercise 3 (5 + 5 pts.). Transformation of random variables. Let X1, X2 be independent exponential random variables. Let U

The question is shown below

Exercise 3 (5 + 5 pts.). Transformation of random variables. Let X1, X2 be independent exponential random variables. Let U = X1 + X2, V = X1 - X2. 1. What is the joint pdf of U, V? 2. What is the marginal pdf of V

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