The random variables (xi) and (eta) are independent; their density functions are defined by the equations [

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The random variables \(\xi\) and \(\eta\) are independent; their density functions are defined by the equations

\[ \begin{aligned} & p_{\xi}(x)=p_{\eta}(x)=0 \quad \text { for } x \leqslant 0 \\ & p_{\xi}(x)=c_{1} x^{\alpha} e^{-\beta x}, \quad p_{\eta}(x)=c_{2} x^{\top} e^{-\beta x} \text { for } x>0 \end{aligned} \]

Find:

(a) the constants \(c_{1}\) and \(c_{2}\);

(b) the density function of the sum \(\xi+\eta\).

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Theory Of Probability

ISBN: 9781351408585

6th Edition

Authors: Boris V Gnedenko

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