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Dwolfson
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Homework Statement
1. Let X , Y and Z be independent random variables, uniformly distributed on the interval
from 0 to 1. Use Theorem 3.8.1 twice to find the pdf of W = X + Y + Z .
Thm. 3.8.1 States: If X & Y are continuous random varibles wth pdfs fx(x) and fy(y), respectively then
fw(w)=[tex]\int[/tex][tex]^{INF}_{-INF}[/tex] fx(x)fy(w-x) dx
Homework Equations
When setting up the problem I understand how to do it once.. I set S=X+Y and get the PDF of s to be a piece wise defined function:
Keep in mind that I am completely unsure of my bounds of integration -- I do not have any idea if these bounds are correct -- But I tried to use my best logic and intuition to figure them out.
PDF of s = s when 0[tex]\leq[/tex]s<1
PDF of s = 2-s when 1[tex]\leq[/tex]S[tex]\leq[/tex]2
The Attempt at a Solution
I figured that there will be three intervals for the final solution:
0[tex]\leq[/tex]w<1
1[tex]\leq[/tex]w<2
2[tex]\leq[/tex]w[tex]\leq[/tex]3
Some of these may be strictly < or > but that is part of my confusion...
So my intuition tells me:
I should calculate:
[tex]\int[/tex][tex]^{W}_{0}[/tex] S ds
Giving PDF of W = w^2/2 for 0[tex]\leq[/tex]w<1
After this I am very lost:
I Imagine the interval from 1 to 2 will be the sum of two integrals... [tex]\int[/tex][tex]^{w}_{1}[/tex] 2-S ds +
[tex]\int[/tex][tex]^{w-1}_{0}[/tex] S ds
which gives : W+1 as the PDF ( I Think this is incorrect by the way).
I justified my bounds by this logic:
If S is between 0 and 1 we'd use the pdf(s) that = S meaning that if W is between 1 and 2 and S is between 0 and 1 we'd integrate from S=0 to S=w-1
If S is between 1 and 2 we'd use the pdf(s) that = 2-S from 1 to W becuase S has to be at least one and less than W.
For the third interval of W is between 2 and 3:
I used this integral:
[tex]\int[/tex][tex]^{w-1}_{1}[/tex] 2-S ds
I justified my bounds by this logic:
Since W=X+Y+Z and S=X+Y S would have to be atleast 1 for this interval to make sense... Since if S=1 and Z=1 then W=2. The upper bound of this integral would be W-1 because if W is maximized at 3 then S would be 2. So for any number between 2 and 3 the upper bound is W-1.Thank You for your help,
-Derek
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