If X1 and X2 are independent random variables having exponential densities with the parameters a and b the probability density of Y = X1+ X2 when a not eqal to b
a) f(y) = 1/a+b. (e-y/a - e-y/b ) for y > 0 and f(y) = 0 elsewhere
b) f(y) = 1/a-b. (e-y/a - e-y/b ) for y < 0 and f(y) = 1 elsewhere
c) f(y) = 1/a-b. (e-y/a - e-y/b ) for y > 0 and f(y) = 0 elsewhere
d) None of these