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13.4 Exercise 8

Avg difficulty 2.5

Use the moment generating function for the symmetric triangular distribution on (-c,c)\left(- c , c\right) as derived
in the section "Three Basic Transforms".

  1. Obtain an expression for the symmetric triangular distribution on (a,b)\left(a , b\right) for any a<ba < b.
  2. Use the result of part (a) to show that the sum of two independent random variables uniform on (a,b)\left(a , b\right) has symmetric triangular distribution on (2a,2b)\left(2 a , 2 b\right).

Pfeiffer, Applied Probability, 13.4 Problems on Transform Methods, exercise 8

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Adapted from Applied Probability © 2009 Paul E. Pfeiffer. Licensed under CC BY 3.0. Source: Applied Probability. Imported at revision d7a0420.