Let X and Y have the joint density function f (x, y), and

Chapter , Problem 51

(choose chapter or problem)

Let X and Y have the joint density function f(x, y), and let Z = XY. Show that the density function of Z is

\(f_{Z}(z)=\int_{-\infty}^{\infty} f\left(y, \frac{z}{y}\right) \frac{1}{|y|} d y\)

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