audia4

December 12th 2005, 11:22 PM

Could someone help set up the integration to the following problem

Given: F_x_1(x) = 1-0.3e^-2x, 0<=x<2

and F_x_1(x) = 1, x>=2

and f_2(x) = 1/5, 0<x<5

Derive the distribution function for S_2 = X1 + X2

I do not know how to approach these types of problems

Help please!

krzysio

December 13th 2005, 12:41 AM

You can use convolution, or transformation of multivariate distributions, or the CDF approach. This is really all exam P material. Have a look at Course P problems I posted at this forum for the following dates:

November 25, 2005

May 14, 2005 (this one especially, as all three techniques are described in detail)

I hope this helps. Yours,

Krzys'

SirVLCIV

December 16th 2005, 04:31 PM

Is the May 14th still available? Most of the older examples aren't working for me (the university site says they aren't available)

krzysio

December 19th 2005, 12:59 AM

Is the May 14th still available? Most of the older examples aren't working for me (the university site says they aren't available)

It should be: I just looked and it is there. Try it, and if it does not work, please send me an e-mail.

Yours,

Krzys'

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