The random variables U1 and U2 are independent, and each has an exponential distrib with rate parameter A. Find the joint probability density function of W1 = U1 + U2, W2 = U1/U2,

Calculus For The Life Sciences
2nd Edition
ISBN:9780321964038
Author:GREENWELL, Raymond N., RITCHEY, Nathan P., Lial, Margaret L.
Publisher:GREENWELL, Raymond N., RITCHEY, Nathan P., Lial, Margaret L.
Chapter13: Probability And Calculus
Section13.1: Continuous Probability Models
Problem 22E
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The random variables U1 and U2 are independent, and each has an exponential distribution
with rate parameter A. Find the joint probability density function of
W1 = U1 + U2, W2= U1/U2,
and show that W1 and W2 are independent. What are the marginal density functions of W1
and W2?
Transcribed Image Text:The random variables U1 and U2 are independent, and each has an exponential distribution with rate parameter A. Find the joint probability density function of W1 = U1 + U2, W2= U1/U2, and show that W1 and W2 are independent. What are the marginal density functions of W1 and W2?
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