Suppose X and Y are independent random variables with $Z = X + Y$ such that $f_X (x) = ce^{-cx}$, $x \geq 0$ and $f_Z(z) = c^2 z e^{−cz}$, $z \geq 0$ . Compute $f_Y (y)$.
In this problem I have tried to apply the convolution theorem but I don't know how to evaluate that function when $f_Y(z-x)$ as have we need to equate that with $f_Z(z)$