Homework 3: Due by noon, Friday, Sept 10 in Mr.

Mello’s mail box,

Rm 419 DKH (or you may hand it in at class on Thursday)

2.1 Hint: compute the mgf for the negative binomial (p20-21 of the text).
Use the negative binomial expansion:
∞
(a − b)−r = Comb(r + k − 1, k) bk (1/a)r+k
X
|b| < a
k=0

where !
n n!
Comb(n, m) = =
m m!(n − m)!

2.14 Do part (a) two different ways: (i) following the hint in the book,
and (ii) find the joint density for U = X , V = X − Y and integrate out U

Let X and Y be independent rv’s each with a Uniform distribution on

(0, 1). Consider the transformation U = X + Y , V = X/Y . Find the joint
density for (U, V ). Identify the domain explicitly! Find the marginal density
for V , and the conditional density for U | V = v . Note: these densities will
have different forms for 0 ≤ v ≤ 1 and 1 ≤ v ≤ 2 . Specifically, the range
for u will be different in these two intervals on v. Identify these intervals
explicitly.