fZ(z)=∫(-∞→+∞)fX(x)fY(z-x)dx
(1)z<0
fZ(z)=∫(-∞→+∞)fX(x)fY(z-x)dx=0
(2)0≤z<1
fZ(z)=∫(0→z)1·1dx=z
(3)1≤z<2
fZ(z)=∫(0→z-1)1·0dx+ ∫(z-1→1)1·1dx
=2-z
(4)z≥2时,
fZ(z)=∫(-∞→+∞)fX(x)fY(z-x)dx=0
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