Calculating the Density Function for X/Y with Exponential Distributions

In summary, to calculate the density function of X/Y, we can use the transformation u=X+Y and v=X/Y. Let X have a distribution of ${\lambda}e^{-{\lambda}x}$ and Y have a distribution of ${\theta}e^{-{\theta}y}$. This means that Y/X has a distribution of $\frac{\theta}{\lambda}e^{{\lambda}x-{\theta}y}$.
  • #1
yinon
1
0
X,Y r.v statistically independent ,with exponential Distribution.
calculate the density function of X/Y

(Let $X$ have distribution ${\lambda}e^{-{\lambda}x}$ and $Y$ have distribution ${\lambda}e^{-{\lambda}y}$

i know i should use transformtion u=X+Y ;v=X/Y to solve it)
 
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  • #2
Hello and welcome to MHB, yinon! :D

Can you show us what you have tried so our helpers know where you are stuck and how best to help?
 
  • #3
Let $X$ have distribution ${\lambda}e^{-{\lambda}x}$ and $Y$ have distribution ${\theta}e^{-{\theta}y}$. Then $Y/X$ has distribution $\frac{\theta}{\lambda}e^{{\lambda}x-{\theta}y}$
 

FAQ: Calculating the Density Function for X/Y with Exponential Distributions

What is the Exponential Distribution?

The Exponential Distribution is a probability distribution that describes the time between events in a Poisson process, which is a process where events occur continuously and independently at a constant average rate.

How is the Exponential Distribution different from other distributions?

The Exponential Distribution is different from other distributions because it is a continuous distribution that is used to model the time between events, rather than the number of events or the values of a variable.

What is the role of the parameter "lambda" in the Exponential Distribution?

The parameter "lambda" in the Exponential Distribution represents the average rate at which events occur in a Poisson process. It is also known as the rate parameter and is used to calculate the probability of a certain amount of time passing before an event occurs.

How is the Exponential Distribution used in real-world applications?

The Exponential Distribution is commonly used in reliability engineering, queuing theory, and survival analysis. It can be used to model failure times of mechanical systems, waiting times in a queue, and time to death in medical studies, among other applications.

How do you calculate the probability of a specific event occurring using the Exponential Distribution?

To calculate the probability of a specific event occurring using the Exponential Distribution, you would use the formula P(X>x) = e^(-lambda*x), where X is the random variable, x is the time, and lambda is the rate parameter. This gives the probability that X will occur after time x.

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