Question: In reference to Example 9.3, the density of S can also be arrived at by use of the 11 transformation Derive the joint density of
In reference to Example 9.3, the density of S can also be arrived at by use of the 1–1 transformation
Derive the joint density of the Yi and, by integrating out Yn−1, Yn−2, ..., Y1, the marginal of S.
Y = X, Y = X1 + X2, Y = X+X2+...+ X = S.
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