Joint probability,-limit values

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SUMMARY

The discussion centers on determining the correct integral limits for finding the probability density function (PDF) of the function Z, specifically using marginal density. The user has derived the cumulative distribution function (CDF) P(Z ≤ z) and is seeking clarification on whether the limits for the double integration should be [0 to z] or [z to 1]. The established limits for x are from z to 1, and for y, from z/x to 1, leading to the calculation of Fz(z) as z² - 2z ln(z).

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aruna1
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hello
i have given this problem to find pdf of function z.i have solved most of it and stuck at the end.
i have attached problem and my solution so far as pdf here.
what i want to know what are the integral limits for finding f(z) using marginal density (see the end the end of attached solution is it [0 to z] or [z to 1] ?)

thanks.
 

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start with
P(Z<=z)
=P(XY<=z)
=P(Y<=z/x), x not equals 0
from here we do double integration on pxy(x,y) to obtain area of Fxy(Y<=z/x)=1-P(Y>z/x)=Fz
The limit of x is from z to 1, limit of y is z/x to 1

Fz(z) my calculation z^2-2zlnz
 

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