Finding the PDF and CDF of a given function Z = X/Y

In summary, the conversation discusses finding the distribution function and density function for Z, where Z = X/Y and X and Y are both uniform distributions on (0,1). The range for Z is determined to be (0,∞) and there is confusion over the meaning of P(z) for values larger than infinity. The cumulative distribution function is expected to approach 1 as z approaches infinity.
  • #1
whitejac
169
0

Homework Statement


Given a Uniform Distribution (0,1) and Z = X/Y
Find F(z) and f(z)

Homework Equations

The Attempt at a Solution


So I'm just trying to make sure i have the range correct on this one... I'm honestly lost from beginning to end with it.
R(z) = {0,∞} because as y is very small, Z becomes very big.
After that, I'm not quite sure though because that would mean that P(z) would be 1 for z > ∞, and that doesn't make much sense...
 
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  • #2
whitejac said:

Homework Statement


Given a Uniform Distribution (0,1) and Z = X/Y
Find F(z) and f(z)

Homework Equations

The Attempt at a Solution


So I'm just trying to make sure i have the range correct on this one... I'm honestly lost from beginning to end with it.
R(z) = {0,∞} because as y is very small, Z becomes very big.
After that, I'm not quite sure though because that would mean that P(z) would be 1 for z > ∞, and that doesn't make much sense...
Did you mean
$$\lim_{z \to \infty} P(Z≤z) = 1?$$ If so, what's the problem with that?
 
  • #3
whitejac said:

Homework Statement


Given a Uniform Distribution (0,1) and Z = X/Y
Find F(z) and f(z)

Apparently you haven't given us everything you know. Are X and Y both uniform distributions on (0,1)? Are they given to be independent?

Homework Equations

The Attempt at a Solution


So I'm just trying to make sure i have the range correct on this one... I'm honestly lost from beginning to end with it.
R(z) = {0,∞} because as y is very small, Z becomes very big.

Best not to use set notation for intervals. I suppose you mean ##R(z) = (0,\infty)##, which would be the correct range.

After that, I'm not quite sure though because that would mean that P(z) would be 1 for z > ∞, and that doesn't make much sense...

What does P(z) mean? I agree, ##z>\infty## makes no sense. You would expect the cumulative distribution function to approach 1 as ##z\to\infty##.
 

Related to Finding the PDF and CDF of a given function Z = X/Y

1. What is the PDF of a given function Z = X/Y?

The Probability Density Function (PDF) of a given function Z = X/Y is a mathematical expression that describes the probability of a continuous random variable Z taking on a certain value, based on the values of the variables X and Y. It is denoted as f(z) and is calculated by taking the derivative of the Cumulative Distribution Function (CDF) of Z.

2. How do you find the CDF of a given function Z = X/Y?

The Cumulative Distribution Function (CDF) of a given function Z = X/Y is a mathematical expression that describes the probability of a random variable Z being less than or equal to a certain value. It is denoted as F(z) and is calculated by taking the integral of the Probability Density Function (PDF) of Z.

3. What is the difference between the PDF and CDF of a given function Z = X/Y?

The main difference between the PDF and CDF of a given function Z = X/Y is that the PDF gives the probability of a specific value of Z occurring, while the CDF gives the probability of Z being less than or equal to a certain value. In other words, the PDF describes the probability distribution of Z, while the CDF gives the cumulative probability distribution of Z.

4. Can you provide an example of finding the PDF and CDF of a given function Z = X/Y?

Yes, for example, let's say we have the function Z = X/Y, where X and Y are independent random variables with a normal distribution. In this case, the PDF of Z would also follow a normal distribution, and the CDF of Z can be calculated by taking the integral of the PDF. The specific values of X and Y would determine the mean and standard deviation of the normal distribution for Z.

5. Why is it important to find the PDF and CDF of a given function Z = X/Y?

Finding the PDF and CDF of a given function Z = X/Y is important because it allows us to understand and analyze the probability distribution of Z. This information is useful in a variety of fields, such as finance, engineering, and statistics, to make informed decisions and predictions based on the values of X and Y. It also helps us to determine the likelihood of a specific event occurring and to calculate important metrics such as the mean, variance, and standard deviation of Z.

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