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(Solved): Convolution formula) If the random variables \( X \) and \( Y \) are independ ...



Convolution formula) If the random variables \( X \) and \( Y \) are independent and continuous with ensity functions \( f_{X???????

Convolution formula) If the random variables \( X \) and \( Y \) are independent and continuous with ensity functions \( f_{X} \) and \( f_{Y} \), then the density function of \( Z=X+Y \) is \[ f_{Z}(z)=\int_{-\infty}^{\infty} f_{X}(x) f_{Y}(z-x) d x \quad \text { for } z \in \mathbb{R} \]


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Proof: let fXY(x,y) be the joint probability den
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