Suppose X and Y are Uniform(-1, 1) such that X and Y are independent and identically distributed. What is the density of Z = X + Y?
Here is what I have done so far (I am new to this forum, so, my formatting is very bad). I know that
fX(x) = fY(x) = 1/2 if -1<x<1 and 0 otherwise
The...