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Can I derive the expression for Z_PDF(z) where:

Z = t(X,Y) = X + Y

By starting with:

Z_PDF(z)*|dz| = X_PDF(x)*|dx| * Y_PDF(y)*|dy|

Z_PDF(z) = X_PDF(x) * Y_PDF(y) * |dx|*|dy|/|dz|

and then substitute the deltas with derivatives and x and y with expressions of z?

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# I Deriving convolution

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