I'm stuck on starting this question, any help would be great:
- X and Y are independent identically distributed random variables with exponential distributions of the form,
f(t)=(1/B)exp(-t/B)
If D=X-Y find the distribution of D.
I'm stuck on starting this question, any help would be great:
- X and Y are independent identically distributed random variables with exponential distributions of the form,
f(t)=(1/B)exp(-t/B)
If D=X-Y find the distribution of D.
Hello,
Make a Jacobian transformation of the pdf, by considering $\displaystyle \varphi ~:~ (x,y) \mapsto (d,y)=(x-y,y)$. You'll have the pdf of (D,Y).
Then integrate with respect to the second variable to get the marginal pdf of D.
If you still struggle with that, let us know