Probability distribution questions

indigogirl
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Homework Statement


1. If X, Y, and Z have uniforj density of 1 on unit cube, then find P(X+Y+Z<1)
2. X1, X2, and X3 are independent and normal. Find distribution of Y=(X1^2+X2^2+X3^2)^(1/2)

The Attempt at a Solution



1. I set up a triple integral, but I'm not sure if I got the limits right... P(X+Y+Z<1)=int from 0 to 1, int from y to 1-x, and int from z to 1-x-y... Then I integrated it, but I'm left with the variable z in the answer, which I think is wrong.

2. really not sure
 
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1. Are you integrating z from z to 1-x-y? This doesn't make sense, does it? If x and y are fixed, the maximum value of z is indeed 1-x-y; what is the minimum value of z?

2. Try something simpler. If x is independent and normal, what is the distribution of y=x^2?
 
1. Easier to visualize the region over which X+Y+Z<1 (in addition to X, Y, Z all being > 0). The ratio of the region to the volume of the unit cube is the answer.

2. You could start by finding the dist. of Y^2=X1^2+X2^2+X3^2. Which distribution describes the sum of squared normal variables?
 
There are two things I don't understand about this problem. First, when finding the nth root of a number, there should in theory be n solutions. However, the formula produces n+1 roots. Here is how. The first root is simply ##\left(r\right)^{\left(\frac{1}{n}\right)}##. Then you multiply this first root by n additional expressions given by the formula, as you go through k=0,1,...n-1. So you end up with n+1 roots, which cannot be correct. Let me illustrate what I mean. For this...
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