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4. (book #8.14) Let X; ~ Exp(1), i = 1, 2, ..., independently. 4a. Show that Y = X1 + X2 is not an exponential
4. (book #8.14) Let X; ~ Exp(1), i = 1, 2, ..., independently. 4a. Show that Y = X1 + X2 is not an exponential r.v. Hint: Recall from class when we solved #8.2. Let fi(x ) and f2(x2) denote the exponential p.d.f. for X1 and X2, respectively. Which of the following statements is a valid argument? Mark the correct choice. (a) fi(a) = e " and f2(*2) =e ?= => fy(y)=eaten (b) fy(y) = eh(*)+fazz) = chi(y-x2)+fa(y-$1) (c) fy(y) = Me-( y-mend = ye-y (d) Use the change of variable formula, fy (y) = fi(y - 2)|7, do =e (y-12) (e) none of these
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