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4. Suppose that X1 and X2 are independent Exponential (1) random variables. (a) Compute X1 PX1,X2 X 2 > 1. 3 MARKS (b) Find the

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4. Suppose that X1 and X2 are independent Exponential (1) random variables. (a) Compute X1 PX1,X2 X 2 > 1. 3 MARKS (b) Find the pdf of the random variable Y = X1 - X2 where, from first principles, Py [Y 0 separately. 12 MARKS

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