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...
icon
Related questions
Question

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.

  1. 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.

 

  1. Are U and V independent? What are their marginal probability density functions and parameters?

They are gamma (U) and exponential (V)

Expert Solution
steps

Step by step

Solved in 2 steps

Blurred answer
Knowledge Booster
Linear Transformation
Learn more about
Need a deep-dive on the concept behind this application? Look no further. Learn more about this topic, advanced-math and related others by exploring similar questions and additional content below.
Recommended textbooks for you
Elementary Linear Algebra (MindTap Course List)
Elementary Linear Algebra (MindTap Course List)
Algebra
ISBN:
9781305658004
Author:
Ron Larson
Publisher:
Cengage Learning
Linear Algebra: A Modern Introduction
Linear Algebra: A Modern Introduction
Algebra
ISBN:
9781285463247
Author:
David Poole
Publisher:
Cengage Learning