Hello,
Make a Jacobian transformation of the pdf, by considering . You'll have the pdf of (D,Y).
Then integrate with respect to the second variable to get the marginal pdf of D.
If you still struggle with that, let us know
I'm stuck on starting this question, any help would be great:
- X and Y are independent identically distributed random variables with exponential distributions of the form,
f(t)=(1/B)exp(-t/B)
If D=X-Y find the distribution of D.