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(14) (a) Let X1 and X2 be two independent random variables each following an exponential distribution with the parameter 8 = 1. Find the

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(14) (a) Let X1 and X2 be two independent random variables each following an exponential distribution with the parameter 8 = 1. Find the pdf of X + X2- (b) Let X and Y be two independent standard normal random variables. Find the pdf of Z= x+Y (15) Let X1, X2 and Xs be three independent random variables each having the pdf f(x) 54, 0

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