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Distribution of the Ratio of Two Independent Exponentials

题目

Let XX and YY be independent Exp(1)\operatorname{Exp}(1) random variables. Define R=X/YR = X/Y.

(a) Using the transformation (R,S)=(X/Y,Y)(R, S) = (X/Y,\, Y), compute the joint density fR,Sf_{R,S} via the Jacobian and then marginalize over SS to find the PDF of RR.

(b) Identify fRf_R as a named distribution and verify by computing P(R1)P(R \le 1) using a symmetry argument.

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