Let X and Y be i.i.d. Expo(λ), and let T = ln(X/Y ).(a)  Use change of variables to find the joint PDF of X and T. Don’t forget tospecify the support.(b)  Use your answer from Part A to find the marginal PDF of T. (Fun fact:This is how you can use C.o.V. to determine the PDF of a function g(X, Y ) when theoutput of g is only 1-dimensional!)

A First Course in Probability (10th Edition)
10th Edition
ISBN:9780134753119
Author:Sheldon Ross
Publisher:Sheldon Ross
Chapter1: Combinatorial Analysis
Section: Chapter Questions
Problem 1.1P: a. How many different 7-place license plates are possible if the first 2 places are for letters and...
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 Let X and Y be i.i.d. Expo(λ), and let T = ln(X/Y ).
(a)  Use change of variables to find the joint PDF of X and T. Don’t forget to
specify the support.
(b)  Use your answer from Part A to find the marginal PDF of T. (Fun fact:
This is how you can use C.o.V. to determine the PDF of a function g(X, Y ) when the
output of g is only 1-dimensional!) 

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