Let X and Y be independent r.v.s with Pareto (1, α) distributions. Find the distribution of S=XY, the joint density of X and S and E [X|S].
Let X and Y be independent r.v.s with Pareto (1, α) distributions. Find the distribution of S=XY, the joint density of X and S and E [X|S].
Advanced Engineering Mathematics
10th Edition
ISBN:9780470458365
Author:Erwin Kreyszig
Publisher:Erwin Kreyszig
Chapter2: Second-order Linear Odes
Section: Chapter Questions
Problem 1RQ
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Let X and Y be independent r.v.s with Pareto (1, α) distributions. Find the distribution of S=XY, the joint density of X and S and E [X|S].
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