(adsbygoogle = window.adsbygoogle || []).push({}); 1. The problem statement, all variables and given/known data

Let X_{1}and X_{2}be random variables having a joint pdf, f_{X1X2(x1,x2). Suppose that Y1=X1X2, and Y2=X1X2 Use the transformation result to derive an expression for the joint pdf of Y1 and Y2 in terms of that for X1 and X2 2. Relevant equations The single random variable case fy(y)=f[g-1(y)] |dg-1(y)/dy| where g is our transformation 3. The attempt at a solution So many subscripts, Anyway I know the single variable case, so how do I generalise this to multiple random variables? Do much the same thing? Let g(Y1,Y2)= (X1 X2,X1/X2) , then what take ∇ .g-1? I'm not really sure how you generalise the derivative part, Thanks,}

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# Homework Help: Transformations and joint pdf's

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