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发帖数: 1 | 1 Let X, Y be independent random variables that follow uniform distribution
U(0,1). Denote random variable Z the product of X and Y. Then the PDF of Z
is: P_Z(z)=-\lnz when 0
The problem is: Given a random variable Z with the above PDF, how can we
construct two random variables X and Y such that:
1. X and Y are independent.
2. both X and Y follow uniform distribution U(0,1). |
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