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Let X1 Exp(11) and X2 Exp(12) be independent exponential random variables. (a) When 11 + 12, determine the probability density function of X1 + X2.

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Let X1 Exp(11) and X2 Exp(12) be independent exponential random variables. (a) When 11 + 12, determine the probability density function of X1 + X2. (b) Determine the probability density function of max(X1, X2). 20 (c) Determine E[max(X1, X2)]. 20 please explain (d) Determine P(X1

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