Finding the PDF and CDF of a given function Z = X/Y

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SUMMARY

The discussion centers on finding the cumulative distribution function (CDF) F(z) and probability density function (PDF) f(z) for the random variable Z defined as Z = X/Y, where X and Y are independent uniform distributions on the interval (0,1). Participants clarify that the range of Z is (0,∞) and emphasize that as Y approaches zero, Z increases without bound. The confusion regarding the notation and the interpretation of probabilities for Z greater than infinity is addressed, confirming that the CDF should approach 1 as z approaches infinity.

PREREQUISITES
  • Understanding of uniform distributions, specifically Uniform(0,1).
  • Knowledge of cumulative distribution functions (CDF) and probability density functions (PDF).
  • Familiarity with the concept of independent random variables.
  • Basic mathematical notation, including limits and set notation.
NEXT STEPS
  • Study the derivation of the CDF and PDF for the ratio of two independent uniform random variables.
  • Learn about the properties of cumulative distribution functions, particularly their behavior as variables approach infinity.
  • Explore the implications of independence in probability distributions and how it affects derived variables.
  • Investigate the use of limits in probability theory, especially in relation to cumulative distribution functions.
USEFUL FOR

Students studying probability and statistics, particularly those focusing on random variables and their distributions, as well as educators seeking to clarify concepts related to uniform distributions and their applications.

whitejac
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Homework Statement


Given a Uniform Distribution (0,1) and Z = X/Y
Find F(z) and f(z)

Homework Equations

The Attempt at a Solution


So I'm just trying to make sure i have the range correct on this one... I'm honestly lost from beginning to end with it.
R(z) = {0,∞} because as y is very small, Z becomes very big.
After that, I'm not quite sure though because that would mean that P(z) would be 1 for z > ∞, and that doesn't make much sense...
 
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whitejac said:

Homework Statement


Given a Uniform Distribution (0,1) and Z = X/Y
Find F(z) and f(z)

Homework Equations

The Attempt at a Solution


So I'm just trying to make sure i have the range correct on this one... I'm honestly lost from beginning to end with it.
R(z) = {0,∞} because as y is very small, Z becomes very big.
After that, I'm not quite sure though because that would mean that P(z) would be 1 for z > ∞, and that doesn't make much sense...
Did you mean
$$\lim_{z \to \infty} P(Z≤z) = 1?$$ If so, what's the problem with that?
 
whitejac said:

Homework Statement


Given a Uniform Distribution (0,1) and Z = X/Y
Find F(z) and f(z)

Apparently you haven't given us everything you know. Are X and Y both uniform distributions on (0,1)? Are they given to be independent?

Homework Equations

The Attempt at a Solution


So I'm just trying to make sure i have the range correct on this one... I'm honestly lost from beginning to end with it.
R(z) = {0,∞} because as y is very small, Z becomes very big.

Best not to use set notation for intervals. I suppose you mean ##R(z) = (0,\infty)##, which would be the correct range.

After that, I'm not quite sure though because that would mean that P(z) would be 1 for z > ∞, and that doesn't make much sense...

What does P(z) mean? I agree, ##z>\infty## makes no sense. You would expect the cumulative distribution function to approach 1 as ##z\to\infty##.
 

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