I need some help. Is there a good way to do this type of question?(adsbygoogle = window.adsbygoogle || []).push({});

1. The problem statement, all variables and given/known data

Let X and Y be independent random Variables with exponential densities

fX(x) = Ωe^{-Ωx}, if X≥0

0, otherwise

fY(y) = βe^{-βy}, if y≥0

0, otherwise

Respectively, where η and β are positive real-valued constants.

1) Find the characteristic function ∅z of Z = X+Y

2) Find the probability density function fZ(z) of Z = X+Y

2. Relevant equations

N/A

**Physics Forums | Science Articles, Homework Help, Discussion**

Dismiss Notice

Join Physics Forums Today!

The friendliest, high quality science and math community on the planet! Everyone who loves science is here!

The friendliest, high quality science and math community on the planet! Everyone who loves science is here!

# Homework Help: Characteristic function of z (Joint?)

**Physics Forums | Science Articles, Homework Help, Discussion**