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?