This is from a chapter on distributions of two random variables. Let X and Y have the pdf f(x,y) = 1, 0<x<1 and 0<y<1, zero elsewhere. Find the cdf and pdf of the product Z=XY. My current approach has been to plug in X=Z/Y in the cdf P(X<=x) , thus P(Z/Y<=x), and integrate over all values of Y. The integral I've tried to solve is ∫(0 to 1)∫(0 to Z/Y) 1 dxdy (sorry for the formatting). This is somehow wrong, because from that integral I get z*(ln(1) - ln(0)), which is undefined (unless I'm solving the integral incorrectly, which would actually be a relief). The correct answer is -ln(z), 0<z<1, though it's amiguous as to whether that's the cdf or pdf. Thanks for any solutions or suggestions about where my approach is going wrong.