If are iid random variables with . The book shows that are independent. But how would I find the pdf of ??
I tried doing
is this correct? thanks.
Last edited by chutiya; Nov 29th 2010 at 09:12 PM.
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Since are independent:
Note that you need to find the pdf of . You can do so by finding the marginal pdf of
Last edited by harish21; Nov 30th 2010 at 06:37 PM.
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