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Transformations of variables support set

  1. Aug 5, 2013 #1

    I understand the transformations of variables concept, getting the Jacobian and so on, but I am having trouble with defining the support sets. For example, given that I have a joint pdf of x and y to be xy, and a new variable U=X/Y and V=XY, I get the X=sqrt(UV) and Y=sqrt(V/U), where x and y are from zero to one, (the joint being then f(u,v)=v/2u)
    So I set it up: 0 < uv < 1 and 0 < v/u < 1, and combining the two, I get
    0 < v < u < 1/v , but I don't think this is right...

    Thanks for any help/input/suggestions!
  2. jcsd
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