Let X and Y be independent and have exponential distributions with common rate
(recall this means they each have density ex for x > 0) and let U = X=(X + Y )
and V = (X + Y ).
(a) What is the marginal density of U?
(b) What is the joint pdf of (U; V )?
(c) Are U and V independent?
(recall this means they each have density ex for x > 0) and let U = X=(X + Y )
and V = (X + Y ).
(a) What is the marginal density of U?
(b) What is the joint pdf of (U; V )?
(c) Are U and V independent?