Problem 4-J. PDF of the Sum of Two Non-Independent Continuous RVs Let X and Y be two continuous random variables, having the joint probability density fry(xy) = 1/x for 0 gy ex $1 =0 otherwise (a) Determine whether the random variables X and Y are independent. (b) Find the probability density function of a third random variable defined as Z = X+Y Ans. (a) No. (b) fz(z) = In 2 for 0