2. Let X and Y be two continuous random variables with joint pdf fxy(x,y). Let U = XY. Prove that fu, the pdf of the random variable U, is given by fv(u) = fxv (1, 0)| ² | dv. Hint: Use the transformation (x,y) → (u, v) defined as u = xy, v = y to find first the joint pdf fuv(u, v) of the random vector (U, V).
2. Let X and Y be two continuous random variables with joint pdf fxy(x,y). Let U = XY. Prove that fu, the pdf of the random variable U, is given by fv(u) = fxv (1, 0)| ² | dv. Hint: Use the transformation (x,y) → (u, v) defined as u = xy, v = y to find first the joint pdf fuv(u, v) of the random vector (U, V).
MATLAB: An Introduction with Applications
6th Edition
ISBN:9781119256830
Author:Amos Gilat
Publisher:Amos Gilat
Chapter1: Starting With Matlab
Section: Chapter Questions
Problem 1P
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Question
![2. Let X and Y be two continuous random variables with joint pdf fxy(x, y). Let
U = XY. Prove that fu, the pdf of the random variable U, is given by
fv(u) = £xx (, v)| ² | dv.
=[#
Hint: Use the transformation (x, y) → (u, v) defined as u = xy, v = y to find first the
joint pdf fuv(u, v) of the random vector (U, V).](/v2/_next/image?url=https%3A%2F%2Fcontent.bartleby.com%2Fqna-images%2Fquestion%2Fac457633-b8db-4bac-8d1c-9ae2539e023c%2F4db0e632-0f34-4ff6-b4b0-8575b347e0c0%2Fdkpdca4_processed.png&w=3840&q=75)
Transcribed Image Text:2. Let X and Y be two continuous random variables with joint pdf fxy(x, y). Let
U = XY. Prove that fu, the pdf of the random variable U, is given by
fv(u) = £xx (, v)| ² | dv.
=[#
Hint: Use the transformation (x, y) → (u, v) defined as u = xy, v = y to find first the
joint pdf fuv(u, v) of the random vector (U, V).
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