bsmith2000
Feb10-08, 10:20 AM
1. The problem statement, all variables and given/known data
Say X and Y are independent random variables with densities f and g, respectively:
f(x) = e^(-x) if x > 0 and 0 if x < 0
g(y) = 2e^(-2y) if y > 0 and 0 if y < 0
Calculate a density function for Y/(X+1)
2. Relevant equations
Change of variable?
Convolution?
Calculating distribution function?
3. The attempt at a solution
I know convolution lets you find the addition of densities, but dividing them is something altogether new for me, and I am not sure how to even approach it.
Say X and Y are independent random variables with densities f and g, respectively:
f(x) = e^(-x) if x > 0 and 0 if x < 0
g(y) = 2e^(-2y) if y > 0 and 0 if y < 0
Calculate a density function for Y/(X+1)
2. Relevant equations
Change of variable?
Convolution?
Calculating distribution function?
3. The attempt at a solution
I know convolution lets you find the addition of densities, but dividing them is something altogether new for me, and I am not sure how to even approach it.