where x1 (uniform 0 1) is 0 (t<0), 1 (0<=t<=1), 0 (t>1)
and x2 (exponential with lambda 2) is 0 (t<0), 2e^(-2t) (t>=0)
I understand how convolution works, but this problem escapes me.
I've tried several way using the uniform or the exponential as fx(t-tau), but have had no luck evaluating the integral.
If somone could show me the correct setup and limits of integration, I would appreciate it.