Re: function of random variables



On Feb 26, 9:38 am, mathemaat <niekbouma...@xxxxxxxxxxx> wrote:
given random variables X and Y with a joint density: 1/2pi * exp(-(x²+y²)/2)
find the density function of Z=X/(sqrt(X²+Y²))

I know I have to find the area in which x/sqrt(x²+y²) <= z and integrate the density function over this area but I can't really find it.

Honestly, I would find a program like Maple or Mathematica to do this,
if it is an applied problem.

If it is theoretical, does the distribution have a name that you know
of, or does this come about some other way?

Jonathan

.



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