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 P: 36 OK, let's see if we can find where my rusty calculus skills betrayed me. (going to avoid using latex to put in the integral since it seems to come out weird when I preview it) joint density = e-x1e-x2 we want: integral(0<=X2<=y) of e-x2 times ( integral(0<=X1<=y-x2) of e-x1dx1 ) times dx2 that resolves to: integral(0<=X2<=y) of e-x2 times ( -e-t )t=y-x2t=0 times dx2 which resolves to: integral(0<=X2<=y) of e-x2(1-eye-x2)dx2 we can distribute that out to: ( integral(0<=X2<=y) of e-x2dx2 ) - ( ey * integral(0<=X2<=y) of e-x2e-x2dx2 ) after we integrate we get: ( -e-t )t=yt=0 - ey( (-1/2)e-2t )t=yt=0 which gives: 1-e-y + (1/2)ey(1-e-2y) a little quick distribution turns that into: 1 - e-y + (1/2)(ey-e-y) which finally gives us: 1 + (1/2)ey - (3/2)e-y ...not what we're supposed to get.