I'm stuck on starting this question, any help would be great:

- X and Y are independent identically distributed random variables with exponential distributions of the form,

f(t)=(1/B)exp(-t/B)

If D=X-Y find the distribution of D.

Hello,

Make a Jacobian transformation of the pdf, by considering . You'll have the pdf of (D,Y).
Then integrate with respect to the second variable to get the marginal pdf of D.

If you still struggle with that, let us know

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