=+20.11. Suppose that X and Y are independent and have densities. Use (20.20) to find the joint
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=+20.11. Suppose that X and Y are independent and have densities. Use (20.20) to find the joint density for (X + Y, X) and then use (20.19) to find the density for X + Y. Check with (20.38).
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Related Book For 
Probability And Measure Wiley Series In Probability And Mathematical Statistics
ISBN: 9788126517718
3rd Edition
Authors: Patrick Billingsley
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