Question
Let X and Y be independent Gamma(, 1) and Gamma(, 1) random variables. The shape parameters are and respectively and the rate parameters
Let X and Y be independent Gamma(α, 1) and Gamma(β, 1) random variables. The shape parameters are α and β respectively and the rate parameters are 1.
Let U = X + Y and V = X/(X + Y ).
(a) Determine the joint probability density function (PDF) fX,Y (x, y) of (X, Y ).
(b) Determine the joint PDF of (U, V ).
(c) Determine the marginal PDF of V , that is fV (v). Is V a Gamma random variable? If not, then what distribution does it have?
(d) Are U and V independent? Explain
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Probability and Stochastic Processes A Friendly Introduction for Electrical and Computer Engineers
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