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**Unformatted text preview: **f X 1 and f X 2 . Example : Let X and Y be iid exponential ran-dom variables with parameter λ . Find the pdf of the sum Z = X + Y . • The diﬀerence of independent random vari-ables Z = X 1-X 2 : The density of Z : f Z ( z ) = Z ∞-∞ 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