The question is rather unclear. Could you quote it completely?. Thanks.
Fernando Revilla
So i'm doing some exercises in probabilty theory but I got stuck on some elementary calculus.
I have to integrate with being the set . The limit of the integral will be a function of .
Okay. So I rewrite (Is this correct?)
Then we have
Which is a integral I don't know how to solve. I tried splitting it up:
??
The question is rather unclear. Could you quote it completely?. Thanks.
Fernando Revilla
Sure. Thanks for replying;
Suppose X and Y are continuous random variables with joint pdf f (x,y)=2(x+y) if 0<x<y<1 and zero otherwise.
i)Find the joint pdf of the variables S=X and T=XY.
ii)Find the marginal pdf of T.
So I used this theorem:
With X1, X2 as my X, Y and u(X1,X2)=X1X2