The density function of the independent random variables (xi) and (eta) is: (a) (p_{xi}(x)=p_{eta}(x)=left{begin{array}{cc}0 & text {

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The density function of the independent random variables \(\xi\) and \(\eta\) is:

(a) \(p_{\xi}(x)=p_{\eta}(x)=\left\{\begin{array}{cc}0 & \text { for } x<0, \\ a e^{-a x} & \text { for } x>0(a>0)\end{array}\right.\)

(b) \(p_{\xi}(x)=p_{\eta}(x)=\left\{\begin{array}{l}0 \text { for } x \leqslant 0, x>a \\ \frac{1}{a} \text { for } 0

Find the density function of the variable \(\zeta=\frac{\xi}{\eta}\).

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Theory Of Probability

ISBN: 9781351408585

6th Edition

Authors: Boris V Gnedenko

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