Convolution Integral Formula (Sum of Independent Continuous Random Variables)

How do you find the PDF of the sum X+Y of two independent continuous random variables? You can use the convolution integral formula. Its derivation requires the Leibniz integral rule. https://amzn.to/3rjDOoA (Probability and Statistics with Applications: A Problem Solving Text, by Asimow and Maxwell)

#probability #convolutionintegral #leibniz

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