Question

a. Suppose X and Y are continuous random variables with joint denisty f(x,y). Prove that the density of X+Y is given by:

fx+r(t) = { $(8,6 – u)dt

Use part (a) to show that if X,Y are independent and standard Gauss-ian (i.e.N(0,1)) then X+Yi s centered Gaussian with variance 2 that is N(0,2).

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x, y22d Ncool) Joint saf of xiy, fxiy (x, y) - e 14 (x²+42) 27 09 at R YER TO HA ولاء و fxty (t) j f(x,t-x) ax. 1111x sest 1Note-if there is any understanding problem regarding this please feel free to ask via comment box..thank you

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