# Math Help - Convolution(sum) of X1~U(0,1) and X2~exp(2)

1. ## Convolution(sum) of X1~U(0,1) and X2~exp(2)

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.

2. $\displaystyle\int^t_0 f_{x2}(\tau)*f_{x1}(t-\tau)\,d\tau$
$\displaystyle\int^1_{t-1} f_{x2}(\tau)*f_{x1}(t-\tau)\,d\tau$
0 everywhere else?
yes no maybe?