Find the distribution of the sum of the independent random variables (boldsymbol{xi}_{1}) and (xi_{2}) if their distributions
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Find the distribution of the sum of the independent random variables \(\boldsymbol{\xi}_{1}\) and \(\xi_{2}\) if their distributions are given by the conditions:
(a) \(F_{1}(x)=F_{2}(x)=\frac{1}{2}+\frac{1}{\pi} \arctan x\);
(b) uniform distribution in the intervals \((-5,1),(1,5)\), respectively;
(c) \(p_{1}(x)=p_{2}(x)=\frac{1}{2 \alpha} e^{-\frac{|x|}{\alpha}}\).
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