0
$\begingroup$

a) If $Z_1$ and $Z_2$ are independent standard normal random variables, what is the distribution of $Z^2_1 +Z^2_2$?

b) Let $X$ and $Y$ be independent exponential random variables with mean $3$. What is the c.d.f of $X/Y$ ?

I understand that when two r.v. are independent, you can say that the joint c.d.f is the product of the two c.d.f.. But after that I'm lost with the squared r.v. or $X/Y$.

$\endgroup$
  • $\begingroup$ Do you know the connection between CDF and PDF? $\endgroup$ – user251257 Nov 28 '16 at 19:04
  • $\begingroup$ Yes. The cdf is the integral of the pdf. $\endgroup$ – endlessend2525 Nov 28 '16 at 19:25

Your Answer

By clicking “Post Your Answer”, you agree to our terms of service, privacy policy and cookie policy

Browse other questions tagged or ask your own question.