Question: The random variables X and Y two independent U(0, 1) random variables. Use the technique of an auxiliary random variable to find the density function


The random variables X and Y two independent U(0, 1) random variables. Use the technique of an auxiliary random variable to find the density function of Z = \\- In(X2) cos(TY). Hint: The final answer is simple, but the intermediate calculations may seem complicated. To integrate out the auxiliary random variable, it may help to note the identity that sec(a) = 1 + tan (x)
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