We refer again to the pair of continuous variables X,Y of f X,Y(x,y) = l2exp[-lx] for 0 < y < x < ∞ for some parameter l > 0. Consider the transformation U = X – Y and V = Y. Determine the joint pdf of U an V using the Jacobian of the transformation, the support of U and V, etc. Do not forget the support. Are U and V independent? What are their marginal probability density functions and parameters? They are gamma (U) and exponential (V)
We refer again to the pair of continuous variables X,Y of f X,Y(x,y) = l2exp[-lx] for 0 < y < x < ∞ for some parameter l > 0. Consider the transformation U = X – Y and V = Y. Determine the joint pdf of U an V using the Jacobian of the transformation, the support of U and V, etc. Do not forget the support. Are U and V independent? What are their marginal probability density functions and parameters? They are gamma (U) and exponential (V)
Elementary Linear Algebra (MindTap Course List)
8th Edition
ISBN:9781305658004
Author:Ron Larson
Publisher:Ron Larson
Chapter6: Linear Transformations
Section6.1: Introduction To Linear Transformations
Problem 46E: For the linear transformation from Exercise 45, let =45 and find the preimage of v=(1,1). 45. Let T...
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We refer again to the pair of continuous variables X,Y of
f X,Y(x,y) = l2exp[-lx] for 0 < y < x < ∞ for some parameter l > 0.
Consider the transformation U = X – Y and V = Y.
- Determine the joint
pdf of U an V using the Jacobian of the transformation, the support of U and V, etc. Do not forget the support.
- Are U and V independent? What are their marginal probability density functions and parameters?
They are gamma (U) and exponential (V)
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