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Homework Statement
Given the joint density, f(x,y), derive the probability density function for Z = X + Y and V = Y - X.
Homework Equations
f(x,y) = 2 for 0 < x < y < 1
f(x,y) = 0 otherwise.
The Attempt at a Solution
For Z = X + Y, I can derive the fact that,
[tex]f_Z(z) = \int_{-\infty}^{\infty} f(x,z-x)dx [/tex]
The support should be 0 < x < z - x < 1? But I am kind of lost from here.
0 < x < 1 and 0 < y < 1, so 0 < z < 2? The book I am using tell me there are two cases but I have no idea how they deduced the two cases. From my very limited understanding, f(x,y) = 2 for all x,y in its support. So why are there two cases?
Thanks!