Solution

ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2002/iii/paper-40/1/a/i/solution

Write , and assume ; a uniform distribution on the region requires positive area. Set , , so the inverse transformation is , . Its Jacobian determinant has absolute value for . The region becomes , , and its area is
The original joint probability density function is therefore on . The change of variables formula gives
The boundary has probability zero, so division by causes no ambiguity for the resulting random variable.

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