Pdf of sum of two random variables problem

  • #1
Hi, everybody.

My problem is about Probability and Random Process.

i can't understand the probability density function of sum of two random variables and function of product of two random variables.

Here is my question with a part of a solution:

how can i find these problems solutions and where can i study on the internet ?



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Answers and Replies

  • #2
What exactly don't you understand? This is a theorem that is been applied along with a simple integration..
 
  • #3
why integral goes to 0 and w, how can i determine the bounds of that integral ? how can i determine the shaded area for computing the PDF of W=X+Y ?
 
  • #4
The integration bounds was supposed to be from -infinity to infinity; bascially the minimum x and maximum x. X is at least 0. X= W-y. So x is at most W; corresponding to y=0.
 

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