In Example 6.14, Y1 and Y2 were independent exponentially distributed random variables

Chapter 6, Problem 6.63

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In Example 6.14, Y1 and Y2 were independent exponentially distributed random variables, both with mean . We defined U1 = Y1/(Y1 + Y2) and U2 = Y1 + Y2 and determined the joint density of (U1, U2) to be fU1,U2 (u1, u2) = 1 2 u2eu2/ , 0 < u1 < 1, 0 < u2, 0, otherwise. a Show that U1 is uniformly distributed over the interval (0, 1). b Show that U2 has a gamma density with parameters = 2 and . c Establish that U1 and U2 are independent.

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