Pillai: One Function of Two Random Variables Z = X + Y (Part 1 of 6)

Описание к видео Pillai: One Function of Two Random Variables Z = X + Y (Part 1 of 6)

Classic problem of finding the probability density function of the sum of two random variables in terms of their joint density function. Find the density function of the sum random variable Z in terms of the joint density function of its two components X and Y that may be independent or dependent of each other. See also lecture slides at http://www.mhhe.com/engcs/electrical/...

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