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Joint Probability density function

  1. May 8, 2013 #1
    A joint pdf is given as pxy(x,y)=(1/4)^2 exp[-1/2 (|x| + |y|)] for x and y between minus and plus infinity.

    Find the joint pdf W=XY and Z=Y/X.

    f(w,z)=∫∫f(x,y)=∫∫(1/4)^2*e^(-(|x|+|y|)/2)dxdy -∞<x,y<∞
    Someone told me I can not use Jacobian because of the absolute value. Is that true?
    So far this is what I have but I feel like I am not going anywhere.


    =(1/4)^2[∫[e^(-x/2)+∫e^(x/2))] * [∫[e^(-y/2)+∫e^(y/2))] the limits from -∞<x,y<0 and 0<x,y<∞

    =[(1/4)^2 ]*4*[ ∫ [e^(x/2)dx] + ∫ [e^(y/2)dy] ] 0<x,y<∞
  2. jcsd
  3. May 8, 2013 #2


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    ∫∫f(x,y)=1, or it would not be a pdf.
    You can use the Jacobian, provided you consider it separately in each quadrant (so that the |x| and |y| can be resolved).
  4. May 8, 2013 #3

    Ray Vickson

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    Why did you post this same question in two different threads and ignore the response in your first thread?
  5. May 8, 2013 #4
    I want to change the title and didn't find a way to do it. i want to use a more appropriate title.
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