convolutions: Let Y be exponentially distributed with ...

taz

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Joined
Feb 10, 2007
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Can someone give me an idea of where to start with this question please?

Let Y be exponentially distributed with parameter 1 and let Z be uniformly distributed over the interval [0,1]. Use convolution to find the PDF of |Y-Z|

so if W=|Y-Z|,
to derive the convolution here...
P(W<=w|Y=y)=P(|Y-Z|<=w|Y=y)
=P(|y-Z|<=w)
but here i get stuck because I do not know how to change this into a form which I can differenciate to derive an expression for fW(w)...
 
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