2/16    I have 2 i.i.d. exponential r.v.'s, w/ f(x)= exp(-x). What is
        distribution of their sum, using convolution?  I get
        f(z) = Integral(-inf,inf)[exp(-z)dx], where exp(-z) is a
        constant, so the integral is simply x*exp(-z), but limits
        from 0 to infinity is unintegrable.  Help?  Thx.  -nivra