Calculating Density Function of Joint Independent Exponential Random Variables

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Thread starter MATHTAM
Start date Dec 4, 2012
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Joint Random Random variables Variables

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MATHTAM

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Dec 4, 2012

X and Y are independent, exponentially distributed random variables - with possibly different parameters

Determine the density func. of Z = X / Y

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Dec 4, 2012

What eqn can you write for the pdf of Z at z given Y=y?
How can you then average that out over all possible y?

Calculating Density Function of Joint Independent Exponential Random Variables

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Calculating Density Function of Joint Independent Exponential Random Variables

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