Solution

ID: past-exam-of-the-probability-course-of-the-university-of-oxford/2015/2/b/i/solution

The inverse linear transformation is
The positive support is exactly and . The independence and rate-one exponential distributions give there. Since , the change of variables for probability densities yields
Although the density's value depends only on , its support does not factor as a product of fixed intervals. Thus this expression does not imply independence of and .

New to topics? Read the docs here!