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The product of exponential and a uniform random variables
Homework Statement I'm trying to show that U(X+Y) = X in distribution, where X and Y are independent exp(λ) distributed and U is uniformly distributed on (0,1) independent of X+Y.Homework Equations The Attempt at a Solution X+Y is gamma(2,λ) distributed. But I can't figure out how to deal with...- MathBubble
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- Exponential Product Random Random variables Uniform Variables
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- Forum: Calculus and Beyond Homework Help