Probability density function problem

**zzw007008** · May 25th 2010, 07:40 AM

Here is a question that I encounter today.

two continuous random variables A and B whose joint pdf is given by
f(a,b)=b/(e^(a+b)), a>0, b>0.

Question
1.find pdf of U=2-B^2
2.find the pdf of W=min(A,B)

Wonder could anybody help?

**Anonymous1** · May 25th 2010, 09:03 AM

$(1)$ Find the marginal $f_B,$ now do the transform.

$(2)$ $F_W(w) = 1-P(A>w,B>w),$ and $\frac{d}{dx}F_W = f_W.$

**matheagle** · May 25th 2010, 08:42 PM

The rvs A and B are independent by inspection and their marginals are

$f_A(a)=e^{-a}I(a>0)$ which is an exponential

and

$f_B(b)=be^{-b}I(b>0)$ which is a Gamma