Year: 1995
Paper: 3
Question Number: 12
Course: UFM Statistics
Section: Bivariate data
No solution available for this problem.
Difficulty Rating: 1700.0
Difficulty Comparisons: 0
Banger Rating: 1484.0
Banger Comparisons: 1
The random variables $X$ and $Y$ are independently normally distributed
with means 0 and variances 1. Show that the joint probability density
function for $(X,Y)$ is
\[
\mathrm{f}(x,y)=\frac{1}{2\pi}\mathrm{e}^{-\frac{1}{2}(x^{2}+y^{2})}\qquad-\infty < x < \infty,-\infty < y < \infty.
\]
If $(x,y)$ are the coordinates, referred to rectangular axes, of
a point in the plane, explain what is meant by saying that this density
is radially symmetrical.
The random variables $U$ and $V$ have a joint probability density
function which is radially symmetrical (in the above sense). By considering
the straight line with equation $U=kV,$ or otherwise, show that
\[
\mathrm{P}\left(\frac{U}{V} < k\right)=2\mathrm{P}(U < kV,V > 0).
\]
Hence, or otherwise, show that the probability density function of
$U/V$ is
\[
\mathrm{g}(k)=\frac{1}{\pi(1+k^{2})}\qquad-\infty < k < \infty.
\]