I am having trouble figuring out my next step to this problem. I believe I need to differentiate an equation but I am unsure of how to get that equation. So far I have gotten X=z/Y but I do not know what X is. I do however know that the limits are (0,1) for z. The problem is:
Let X and Y be continuous random variables for which f_x,y(x,y)=x+y. Find f_z(z), where Z=XY.