If are iid random variables with . The book shows that are independent. But how would I find the pdf of ?? I tried doing then thus, so, is this correct? thanks.
Last edited by chutiya; November 29th 2010 at 10:12 PM.
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Since are independent: since Note that you need to find the pdf of . You can do so by finding the marginal pdf of
Last edited by harish21; November 30th 2010 at 07:37 PM. Reason: typo
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