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Unformatted text preview: f X 1 and f X 2 . Example : Let X and Y be iid exponential random variables with parameter Î» . Find the pdf of the sum Z = X + Y . â€¢ The diï¬€erence of independent random variables Z = X 1X 2 : The density of Z : f Z ( z ) = Z âˆžâˆž f X 1 ( z + v ) f X 2 ( v ) dv....
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 '10
 SAMORODNITSKY
 Probability distribution, Probability theory, probability density function, X1, independent random variables

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