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Thread: PDF of the sum of random variables

  1. #1
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    PDF of the sum of random variables



    Hello everyone, here is the problem I'm currently working on:



    I'm stuck on (b). I tried to find the CDF of Y first, is something like this in the ballpark? Thanks!


  2. #2
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    Re: PDF of the sum of random variables


    I just tried again using convolution, I think the case for 0 < y < 1 is correct, but for 1 < y < 2 is a bit messy


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