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Uniform split of a random total
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Past exam of the mathematics course of the University of Cambridge
/
2025
/
ii
/
Paper 4
/
26H
/
b
/
Solution
Created
2026-09-24
Updated
2026-09-25
View more
The
map
(
x
,
u
)
↦
(
x
,
y
)
=
(
x
,
xu
)
has inverse
u
=
y
/
x
and
Jacobian
magnitude
1/
x
. Hence the
density
of
(
X
,
Y
)
is
f
X
,
Y
(
x
,
y
)
=
x
g
(
x
)
1
{
x
>
0
,
0
≤
y
≤
x
}
.
(1)
For
(
y
,
z
)
=
(
xu
,
x
(
1
−
u
))
, the inverse is
x
=
y
+
z
,
u
=
y
+
z
y
,
(2)
and the
Jacobian
magnitude of
(
y
,
z
)
↦
(
x
,
u
)
is
1/
(
y
+
z
)
. Thus the
uniform split of a random total
has joint
density
f
Y
,
Z
(
y
,
z
)
=
y
+
z
g
(
y
+
z
)
1
{
y
,
z
≥
0
}
.
(3)
Integrating out the other piece yields
f
Y
(
y
)
=
∫
0
∞
y
+
z
g
(
y
+
z
)
d
z
=
h
(
y
)
,
y
≥
0.
(4)
The transformation
U
↦
1
−
U
preserves the uniform
law
, so
Z
has the same
density
:
f
Z
(
z
)
=
h
(
z
)
,
z
≥
0.
(5)
Total
articles
:
1