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Suppose that X and Y are independent exponential random variables, each with mean 3 . Let
W=2X+2Y. (a) Use the cdf method to find the pdf of W. (b) Find the mgf of W and use it to find
E(W). (c) Redo (b) using the formulas for mean and variance of exponential random variables.
(d) Find the pdf of U=W

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Suppose that X and Y are independent exponential random variables, ea.pdf

  • 1. Suppose that X and Y are independent exponential random variables, each with mean 3 . Let W=2X+2Y. (a) Use the cdf method to find the pdf of W. (b) Find the mgf of W and use it to find E(W). (c) Redo (b) using the formulas for mean and variance of exponential random variables. (d) Find the pdf of U=W