2. [15 Marks] Let X be a random variable with the probability density function (pdf), 1x (2) = {30/70-1(0/2)22-16-21/2, x>0; * ≤ 0; where > 0. Consider the transformations, Y = X¹ and W = (Y₁ + Y₂ - 2v)/√Av where Y₁ and Y₂ are independent variables with the same distribution as Y. a) Show that the pdf of Y is, fy (y) = 2/1/23/2-1e-3/2 y>0 0, VSO b) Use the convolution formula to show that, Jy₁+Y₂ (w) = (²1-/2 10. w>0; w ≤ 0. c) Show that for some range of t, the moment generating function (mgf) of Y₁+ Y2 is, My₁+₂ (t) = (1 - 2t)". Determine the values of t when the mgf does not exist.