Past exam of the mathematics course of the University of Cambridge 2025 ii Paper 4 26H c Solution Created 2026-09-24 Updated 2026-09-25
Because , the joint density from part (b) can be writtenThe pieces are therefore independent if and only ifThis condition is also sufficient because is the common marginal density.
Set . Taking gives the differential equationSince is a probability density, must be positive, and normalization givesConversely this function satisfies the displayed factorization. Thus the exponential characterization by a uniform random split shows thatEquivalently, , so has the gamma distribution with shape two and rate .