# Joint pdf question and mgf

by silkdigital
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 P: 4 Hi guys, I'm really stuck on the following questions, not sure as to how to approach it: Let X and Y be random variables for which the joint pdf is as follows: f(x,y) = 2(x+y) for 0 <= x <= y <= 1 and 0 otherwise. Find the pdf of Z = X + Y And also: Suppose that X is a random variable for which the mgf is as follows: /u(t) = e^(t^2 + 3t) for minus infinity < t < infinity Find the mean and variance for X. I know that the answers are 3 and 2 respectively, but was unsure how they got to the answer, do I need to integrate by parts? Any help would be appreciated! Thanks guys :)
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P: 6,104
 Quote by silkdigital Hi guys, I'm really stuck on the following questions, not sure as to how to approach it: Let X and Y be random variables for which the joint pdf is as follows: f(x,y) = 2(x+y) for 0 <= x <= y <= 1 and 0 otherwise. Find the pdf of Z = X + Y And also: Suppose that X is a random variable for which the mgf is as follows: /u(t) = e^(t^2 + 3t) for minus infinity < t < infinity Find the mean and variance for X. I know that the answers are 3 and 2 respectively, but was unsure how they got to the answer, do I need to integrate by parts? Any help would be appreciated! Thanks guys :)
I'll address the second question only. The moments are obtained from the moment generating function by simply taking derivatives and setting t = 0. As you must be aware, the variance is the second moment minus square of first moment.
 P: 4 Figured out second question now, pretty straightforward in hindsight. Any help on the first one? ;)
P: 4,575
Joint pdf question and mgf

 Quote by silkdigital Figured out second question now, pretty straightforward in hindsight. Any help on the first one? ;)
Have you tried a transformation? Let u = x + y. Now use that transformation to get a integral in terms of u, take into account limits and then use transformation theorem to relate g(u) = 2(x+y) = 2u to another PDF f(u) which represents the distribution of Z.

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