(Solved):
Let Z be a random variable equal to the sum of two independent random variables X and Y : Z=X+Y Th ...
Let Z be a random variable equal to the sum of two independent random variables X and Y : Z=X+Y The probability density functions of X and Y are given by fX(x)=a1[u(x)−u(x−10)]fY(y)=be−10yu(y) a) Find a and b. b) Find the probability density function of Z. c) What is the probability that Prob(5≤Z≤20).
a) To find the values of a and b, we need to ensure that the probability density functions (PDFs) of X and Y integrate to 1 over their respective support intervals.Given:
To find a, we integrate over its support interval :
so when , and 0 otherwise, we have:
To find b, we integrate over its support interval :
Since u(y) = 1 when y ? 0, and 0 otherwise, we have:
Applying integration, we get:
b = 10a is 1/10 and b value is 10.