Grinstead-Snell-Probability · Problem 7.1.5

Sums of Random Variables

Mathematics · sums-discrete-random-variables-convolution

Problem

Consider the following two experiments: the first has outcome XX taking on the values 0, 1, and 2 with equal probabilities; the second results in an (independent) outcome YY taking on the value 3 with probability 1/41/4 and 4 with probability 3/43/4. Find the distribution of (a) Y+XY + X. (b) Y−XY - X.

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