If X and Y are exponentially distributed with the same parameter and they are also independent:
To compute the density function of :
Case 1) Z = X-Y with the constraint that X is strictly higher than Y, (X>Y)
Case 2) Z = X+Y without any constraint
If I want to do it by computing the cdf first:
Can someone explain which should be the limits in the following integral in both cases:
Thanks in advance!