STAT 410

1.

Fall 2016

Consider two continuous random variables X and Y with joint p.d.f.

f X, Y ( x, y ) = 60 x 2 y,

x > 0, y > 0, x + y < 1,

zero elsewhere.

Consider W = X + Y. Find the p.d.f. of W, f W ( w ).

2.

When a person applies for citizenship in Neverland, first he/she must wait X years
for an interview, and then Y more years for the oath ceremony. Thus the total wait is
W = X + Y years. Suppose that X and Y are independent, the p.d.f. of X is

f X ( x ) = 2/x 3 ,

x > 1,

zero otherwise,

and Y has a Uniform distribution on interval ( 0, 1 ).

Find the p.d.f. of W, f W ( w ) = f X + Y ( w ).
Hint:

Consider two cases: 1 < w < 2 and w > 2.

2.

(continued)
Suppose that X and Y are independent, the p.d.f. of X is

f X ( x ) = 2/x 3 ,

x > 1,

zero otherwise,

and Y has a Uniform distribution on interval ( 0, 1 ).

b)

Let V = X Y. Find the p.d.f. of V, f V ( v ) = f X Y ( v ).

Hint:

c)

Consider two cases: 0 < v < 1 and v > 1.

Let U = Y X . Find the c.d.f. and p.d.f. of U.