Question

?2(?2) = 1; 0 ≤ ?2 ≤ 1. Furthermore, assume that ?1 and ?2 are independent....

?2(?2) = 1; 0 ≤ ?2 ≤ 1. Furthermore, assume that ?1 and ?2 are independent.


(a) Find the pdf of ? = ?1 + ?2 using the method of distribution functions. (Hint: You will have to consider the case where 0 ≤ ? ≤ 1 and the case where 1 < ? ≤ 2 separately.)

(b) Find the pdf of ? = ?1?2 using the method of distribution functions.

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