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December 3rd, 2010, 06:14 PM  #1 
Joined: Dec 2010 Posts: 1 Thanks: 0  What is the probability distribution of X+Y?
Hi.. I would be grateful if anyone can solve this for me: X1 and X2 follow the distribution: ? x exp(?0.5 ? x2) for x > 0, fX(x) = 0 for x < 0. Given that Y=X1+X2, what is the probability distribution of Y? Thx in advance. 
December 4th, 2010, 04:43 PM  #2  
Global Moderator Joined: May 2007 Posts: 5,116 Thanks: 296  Re: What is the probability distribution of X+Y? Quote:
 

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