Hi, I have this problem with which I could do with some help.
Given the marginal pdfs shown below, find the pdf of X + Y (given X and Y are independent).
I know from the solution manual this should be a distribution of the same form, namely
But I don't see how this was arrived at. I'm especially miffed as to what z stands for here. Is or what?
Many thanks in advance to anyone who can clarify this for me.