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Independent random variables

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Reference no: EM131090182

If X1 and X2 are independent random variables having exponential densities with the parameters a and b the probability density of Y = X1+ X2 when a not eqal to b

a) f(y) = 1/a+b. (e-y/a - e-y/b ) for y > 0 and f(y) = 0 elsewhere

b) f(y) = 1/a-b. (e-y/a - e-y/b ) for y < 0 and f(y) = 1 elsewhere

c) f(y) = 1/a-b. (e-y/a - e-y/b ) for y > 0 and f(y) = 0 elsewhere

d) None of these

Reference no: EM131090182

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