Give examples of (not independent) random variables $X$ and $Y$, both of which are uniform in the interval $[0, 1]$ and such that
- $\mathbb{P}(X + Y = 1) = 1$
- $X + Y$ is uniform in the interval $[0, 2]$.
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Give examples of (not independent) random variables $X$ and $Y$, both of which are uniform in the interval $[0, 1]$ and such that
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For 1. take $Y=1-X$. Prove that $Y$ is uniformly distributed. For 2. Take $Y= \alpha X$. Prove that $X+Y = (1+\alpha) X$ is uniformly distributed on $[0,1+\alpha]$. For which $\alpha$ will $Y$ be uniform on the unit interval? |
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