In: Statistics and Probability
1a) Express, in all possible forms that you know or can derive, the cdf and pdf of the sum of two continuous random variablesXandY, in cases where the two areindependent and separately also not.
b) If you know the distribution of the continuous random variable X, how can you express the cdf and pdf of the random variable Y=X^2+a, whereais a parametricconstant, in terms of the cdf and pdf ofX?