Suppose that X1 and X2 are i.i.d. random variables and

Chapter 3, Problem 1

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QUESTION:

Suppose that X1 and X2 are i.i.d. random variables and that each of them has the uniform distribution on the interval [0, 1]. Find the p.d.f. of Y = X1 + X2

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QUESTION:

Suppose that X1 and X2 are i.i.d. random variables and that each of them has the uniform distribution on the interval [0, 1]. Find the p.d.f. of Y = X1 + X2

ANSWER:

Step 1 of 3

Given:

 and  are two independently and identically distributed standard uniform random variables.

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