Hello! I'm trying to understand how to solve the following type of problems.
1) Random variables x and y are independent and uniformly distributed on the interval [0; a]. Find probability density function of a random variable z=x-y.
2) Exponentially distributed (p=exp(-x), x>=0) random variables x and y are independent. Find probability density function of a random variable z=x-y.
Can someone please check if my attempt to solve the problems is successful or not? I'd appreciate any help :)
The Attempt at a Solution
Thank you in advance[/B]