(adsbygoogle = window.adsbygoogle || []).push({}); 1. The problem statement, all variables and given/known data

Let X and Y be two independent random variables with the same probability density funtion over:

f(x) = {1/a if x € [0,a]

{0 if x=0

Find the density distribution of a) X + Y and b) X*Y

2. Relevant equations

3. The attempt at a solution

Ok, my initial thoughts are for:

a) That f(X+Y) is simply the product of each of their densities, which would result in 1/(a^2)

b) f(X*Y) is the sum of their individual distributions. i.e. 2/a

This seems a little too simple for me and I think I am looking at it from the wrong perspective.

Any thoughts or advice?

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

2. Relevant equations

3. The attempt at a solution

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# Help with probability distribution function question

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