If X1 and X2 are independent random variables having exponential densities with the parameters 1 and 2, use the distribution function technique to find the probability density of Y X1 X2 when (a) 1 2 (b) 1 2 (Example 7 3 is a special case of this with 1 1 3 and 2 1 2 ) ...

Gy PY y PX 1 X 2 y a 1 2 gy 1 ...

If X1 and X2 are independent random variables having exponential densities with the parameters 1 and 2,

Question:

If X1 and X2 are independent random variables having exponential densities with the parameters θ1 and θ2, use the function technique to find the probability density of Y = X1 + X2 when
(a) θ1 ≠ θ2;
(b) θ1 = θ2.
(Example 7.3 is a special case of this with θ1 = 1/3 and θ2 = 1/2 .)
Distribution
The word "distribution" has several meanings in the financial world, most of them pertaining to the payment of assets from a fund, account, or individual security to an investor or beneficiary. Retirement account distributions are among the most...