Let X and Y be independent exponentially distributed RVs with parameters A and respectively. Use the MGF approach to find the CDF and the PDF of Z = X+Y.

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9.
Let X and Y be independent exponentially distributed RVs with parameters A and
B, respectively. Use the MGF approach to find the CDF and the PDF of Z = X+Y.
E [e=²(*^_^₂)] = E [e³*] E[e³r]
*M(s)
XAY
= M₁ (3) My (1) = (-_^) ( P-²)
=
Transcribed Image Text:9. Let X and Y be independent exponentially distributed RVs with parameters A and B, respectively. Use the MGF approach to find the CDF and the PDF of Z = X+Y. E [e=²(*^_^₂)] = E [e³*] E[e³r] *M(s) XAY = M₁ (3) My (1) = (-_^) ( P-²) =
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