Hi, I need to calculate the density function of Z=X+Y, where X and Y are independent uniform distributed on [0,1]. The calculation is in the following:(adsbygoogle = window.adsbygoogle || []).push({});

[tex]f_{Z}(z)=\int_{A}dx[/tex]

a. If 0<z<1, A={x:0<x<z} then f(z) = z;

b. If 1<z<2, A={x:0<x<1} then f(z) = 1;

Step b is wrong, but I don't know where I am wrong. Any hint will be appreciated!

Thanks

gim

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# Help on the density of sum of two uniform variables.

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