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Let X and Y be independent positive r.v.s, with PDFs fX and fYrespectively. Let T be the ratio X/Y .(a) Find the joint PDF of
Let X and Y be independent positive r.v.s, with PDFs fX and fYrespectively. Let T be the ratio X/Y .(a) Find the joint PDF of T and X, using a Jacobian.(b) Find the marginal PDF of T, as a single integral.
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An Introduction to Measure Theoretic Probability
Authors: George G. Roussas
2nd edition
128000422, 978-0128000427
