Let X and Y be two independent random variables whose density functions probabilities are fX (x) = αe−αx U (x) and fY (y) = βe−βy U (y). Be too Z = X + Y. Request: a) Determine the generating function of moments MZ (s). b) Determine the probability density function fZ (z).

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Let X and Y be two independent random variables whose density functions probabilities are fX (x) = αe−αx U (x) and fY (y) = βe−βy U (y). Be too Z = X + Y. Request:

a) Determine the generating function of moments MZ (s).
b) Determine the probability density function fZ (z).

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