Given the pdf of two variable, find the distribution of the function

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SUMMARY

The discussion focuses on determining the probability density function (pdf) of the function f = |a-b|/|a+b|, where variables a and b are uniformly distributed in the range [-1, 1]. The user is advised to visualize the domain of f over a square in the Cartesian plane defined by the vertices (-1,-1), (-1,1), (1,1), and (1,-1). Key considerations include identifying boundaries for f, potential discontinuities (jump points), and areas of concentration (lump points) within the distribution of f, which must be computed based on the distributions of a and b.

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xuxiaolichina
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Hi all,

I am new here. I have a problem about statistics:

now I have two variable a & b, both of them are uniformly distributed in [-1 1], I want to find the pdf of the function f=|a-b|/|a+b|.

Any hint is welcome, thanks a lot

xiaoli
 
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I would first picture the domain of f. You know (a , b) is distributed over a square S on the Cartesian plane with vertices (corners) at (-1,-1), (-1,1), (1,1) and (1,-1). How does f "look" like over that square? What are the boundaries on f? Let's say L < f < U over S. The next question is, are there any "jump points" between L and U such that the distribution of f is discontinuous at these points? Next, are there any "lump points" such that the distribution of f is "lumpy" at these points? Finally, you'll need to compute the distribution of f between successive jump-or-lump points using the distributions of a and b.

EnumaElish
 

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