Suppose x and y are independent random variables with pdfs
Suppose X and Y are independent random variables with pdfs: f_X(x)=a*e^(-a*x)U(x) and f_Y(y) = b*e^(-b*y)U(y) where U(x) and U(y) are the unit step function. Let Z=2X+Y. What is the pdf of Z, f_Z(z)?
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