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by PdI
April 3rd, 2009, 9:13 am
Forum: Brainteaser Forum
Topic: Prove that Y1 and Y2 are independent
Replies: 16
Views: 47791

Prove that Y1 and Y2 are independent

You right, the Jacobian is abs(det[y2 y1;1-y2 -y1 ])=y1 so you get f(y1,y2)=y1*exp(-y1)
by PdI
April 1st, 2009, 9:45 am
Forum: Brainteaser Forum
Topic: Prove that Y1 and Y2 are independent
Replies: 16
Views: 47791

Prove that Y1 and Y2 are independent

Since the event{X₁+X₂=y₁,X₁/(X1+X2)=y₂}is equivalent with the event{X₂=y₁(1-y&#8322,X₁=y₂y₁}we obtain for the densityf(y1,y2)=exp(-y1*(1-y2))*exp(-y1*y2) =exp(-y1)