My question is similar to the one posed here for a sum of dependent uniform RVs.

How can I find the CDF of $T=X-aY$, where $X\sim U[0,B]$, $Y\sim U[0,X]$, and $a<1$ is a constant. I've tried replicating the results in the link above but it does not match my simulations. My guess is that I am incorrectly deriving the bounds of integration.

  • $\begingroup$ Please show us your calculation, then. $\endgroup$
    – whuber
    Commented Sep 10, 2021 at 3:14