SHOW
P{X+Y<=t}=int(-inf..inf)F_X_(t-y)f_Y_(y)dy

Find P{X+Y<=t} for a uniform RV and Y an exponential RV and t>0
Their pdfs are:

f(x)={1, if 0<=x<=1
{0, o.w.

f(x)={e^(-x), if x>=0
{0, o.w