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(20 pts) Let X and Y be two statistically independent random variables having probability
density functions: fX(x)=2e2xu(x), and fY(y)=2e2yu(y). Let the random variable Z=X+Y.
Determine E[Z2] using characteristic functions.

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  • 1. (20 pts) Let X and Y be two statistically independent random variables having probability density functions: fX(x)=2e2xu(x), and fY(y)=2e2yu(y). Let the random variable Z=X+Y. Determine E[Z2] using characteristic functions.