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Let x and y be independent exponential random variables

A) Let X be a uniform random variable on the interval (0,2) and let Y be a uniform random variable on the interval (3,4). Suppose that X and Y are independent. Find the probability density function of X + Y.

B) Let X and Y be independent exponential random variables with parameters λ1 and λ2 respectively, where λ1 ?= λ2. Find the probability density function of X + Y.

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Basic Statistics: Let x and y be independent exponential random variables

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