Need help with Density of random variable.

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SUMMARY

The discussion focuses on determining the probability density function of the random variable Z = XY, where (x, y) are uniformly distributed within a square of side length 1 centered at the origin. It is established that the joint density of Z is uniform within the square, and the probabilities can be calculated based on the areas corresponding to the condition xy ≤ z. The participants emphasize the importance of calculating these areas for various values of z to derive the probability density function accurately.

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  • Understanding of probability density functions
  • Familiarity with joint distributions
  • Knowledge of geometric probability concepts
  • Basic calculus for area calculations
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  • Research methods for calculating areas under curves in probability distributions
  • Study the properties of joint probability distributions
  • Learn about transformations of random variables
  • Explore applications of uniform distributions in probability theory
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Students in statistics or probability courses, educators teaching probability concepts, and anyone interested in understanding the behavior of random variables in geometric contexts.

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Homework Statement



position of a random point with coordinates (x; y): equal probability inside a square whose side is 1 and the center of which coincides with the origin. Determine the probability density of Z = XY


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The Attempt at a Solution

 
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Since the joint density of Z = XY is uniform on the square the probabilities agree with areas. Have you worked out the area corresponding to xy <= z in the square for various z?
 

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