Theorem 5-6. (b) Distribution of the Difference of Two Random Variables. If X and Y are independent continuous random variables, then the p.d.f. of U = X- Y, is given by : 00 = f(x, x + u) dx =| fx(x) fy (x + u) dx h(u) (5-27) %3D ...

Algebra & Trigonometry with Analytic Geometry
13th Edition
ISBN:9781133382119
Author:Swokowski
Publisher:Swokowski
Chapter10: Sequences, Series, And Probability
Section10.8: Probability
Problem 29E
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Prove the theorem

Theorem 5-6. (b) Distribution of the Difference of Two Random Variables. If X
and Y are independent continuous random variables, then the p.d.f. of U = X– Y, is given by :
00
h(u) = | f(x, x + u) dx =
| fx(x) fy (x + u) dx
... (5-27)
%3D
8
Transcribed Image Text:Theorem 5-6. (b) Distribution of the Difference of Two Random Variables. If X and Y are independent continuous random variables, then the p.d.f. of U = X– Y, is given by : 00 h(u) = | f(x, x + u) dx = | fx(x) fy (x + u) dx ... (5-27) %3D 8
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