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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 λ . Find the pdf of the sum Z = X + Y . • The diﬀerence of independent random variables Z = X 1X 2 : The density of Z : f Z ( z ) = Z ∞∞ f X 1 ( z + v ) f X 2 ( v ) dv....
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This note was uploaded on 12/03/2010 for the course OR&IE 3500 taught by Professor Samorodnitsky during the Fall '10 term at Cornell University (Engineering School).
 Fall '10
 SAMORODNITSKY

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