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QUESTION
Let U1 and U2 be uniform(0,b), i., they have density f(u) = 1/b I(0 lt; u lt; b). Find the density for U = U1 + U2.
Let U1 and U2 be uniform(0,b), i.e., they have density f(u) = 1/b I(0 < u < b). Find the density for U = U1 + U2. You can use a convolution to solve this or a bivariate transformation, or just by using the CDF method.
