Question: Problem 4 Let X be any continuous random variable with pdf f (x). Find the pdf of I X l. Problem 5 Let X,

Problem 4 Let X be any continuous random variable with pdf f

Problem 4 Let X be any continuous random variable with pdf f (x). Find the pdf of I X l. Problem 5 Let X, Y iid Exponential(,\) (a) Define T := X + Y, R := X/ Y. Use the Jacobian method to find the joint pdf for (T, R). Make sure you specify the support correctly. Show that T and R are independent. (b) Find the joint pdf for (X + 2Y, .3X -F Y). Make sure you specify the support correctly.

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