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Homework Help: Density of two functions

  1. Feb 10, 2008 #1
    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?
    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.
  2. jcsd
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