✔ 最佳答案
a. the CDF is defined by F(z) = P(Z =< z) = 1 - P(Z>z)
For z=>1,
P(Z>z) = P(X>zY or Y>zX) = P(X>zY)+P(Y>zX)
The last equality holds because the two events are mutually exclusive.
P(X>zY)=∫(y=0 to 1) P(X>zy) f(y) dy
=∫(y=0 to 1) P(X>zy) dy (since Y is U(0,1), f(y)=1 on [0,1])
= ∫(y=0 to 1/z) 1-zy dy + ∫(y=1/z to 1) 0 dy
=1/z - 1/2z
= 1/2z
By symmetry, P(Y>zX)=1/2z.
Hence P(Z>z) = 1/2z+1/2z = 1/z
Therefore, F(z)=1-1/z for z=>1, and F(z)=0 for z<1.
Using this formular, you can easily sketch the curve of CDF.
b. the PDF is obtained by differentiating the CDF. So
f(z) = 1/z^2 for z=>1 and f(z)=0 for z<1.
Hence you can sketch the PDF according to this formula.
PS. using the notations above, the horizontal axis is z and the vertical axis is F(z) or f(z).