If X₁ and X₂ are independent rv's then Px₁+x₂ (t) = x₁(t)¶x₂(t) More, generally for independent rv's X₁; i=1,2,…,n, we have Px₁+x₂+...+X₂ (t) = x₁(t)¶x₂(t)….. Oxn(t)

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If X₁ and X₂ are independent rv's then
Px₁+x₂(t) = x₁(t)¶x₂(t)
More, generally for independent rv’s X₁; i=1,2,…,n, we have
PX₁+X₂+...+Xn(t) = Px₁ (t)¶x₂ (t)….. Pxn(t)
Transcribed Image Text:If X₁ and X₂ are independent rv's then Px₁+x₂(t) = x₁(t)¶x₂(t) More, generally for independent rv’s X₁; i=1,2,…,n, we have PX₁+X₂+...+Xn(t) = Px₁ (t)¶x₂ (t)….. Pxn(t)
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