Let the conditional p.d.f. of X given Y be g1(x|y) = 3x2/y3 for 0 < x <

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Let the conditional p.d.f. of X given Y be g1(x|y) = 3x2/y3 for 0 < x < y and 0 otherwise. Let the marginal p.d.f. of Y be f2(y), where f2(y) = 0 for y ≤ 0 but is otherwise unspecified. Let Z = X/Y. Prove that Z and Y are independent and find the marginal p.d.f. of Z.
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Probability And Statistics

ISBN: 9780321500465

4th Edition

Authors: Morris H. DeGroot, Mark J. Schervish

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