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(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 p

Let be a random variable equal to the sum of two independent random variables and : The probability density functions of and are given by a) Find and . b) Find the probability density function of . c) What is the probability that .


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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 = 10


a is 1/10 and b value is 10.



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