If X and Y each follow an exponential distribution with parameter 1 and are inde- pendent, find the pdf of U = X – Y. f,(x) = e*, x > 0, and f,(y) = e, y > 0

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If X and Y each follow an exponential distribution with parameter 1 and are inde-
pendent, find the pdf of U = X- Y.
f;(x) = e¯*, x > 0, and f,(y) = e³, y> 0
- X
Transcribed Image Text:If X and Y each follow an exponential distribution with parameter 1 and are inde- pendent, find the pdf of U = X- Y. f;(x) = e¯*, x > 0, and f,(y) = e³, y> 0 - X
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