- #1
island-boy
- 99
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Any hints on how to solve for E(Y|X) given the ff:
Suppose U and V are independent with exponential distributions
[tex]f(t) = \lambda \exp^{-\lambda t}, \mbox{ for } t\geq 0[/tex]
Where X = U + V and Y = UV.
I am having difficulty finding f(Y|X)...
Also, solving for f(X,Y), I am also having difficulty transforming U and V to X and Y. I was able to define U and V to X and Y, but the terms are so complicated that its difficult to get the Jacobian.
So maybe, there's no need for transformation?
Help please. Thanks!
Suppose U and V are independent with exponential distributions
[tex]f(t) = \lambda \exp^{-\lambda t}, \mbox{ for } t\geq 0[/tex]
Where X = U + V and Y = UV.
I am having difficulty finding f(Y|X)...
Also, solving for f(X,Y), I am also having difficulty transforming U and V to X and Y. I was able to define U and V to X and Y, but the terms are so complicated that its difficult to get the Jacobian.
So maybe, there's no need for transformation?
Help please. Thanks!
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