Question: Let X and Y be continuous r.v.s with joint density fX,Y . Derive an expression for the density of R = X/ (X + Y

Let X and Y be continuous r.v.s with joint density fX,Y . Derive an expression for the density of R = X/ (X + Y ). Use it for the following two cases.

(a) X, Y i.i.d. ∼ Gam

(a, b),

(b) X, Y i.i.d. ∼ N (0, 1).

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