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Functions of Random Variables 141
f (y)
Y
2
1
y
0 1 2
Figure 5.17 Probability density function, f (y), in Example 5.11
Y
x
2
R 2
x 1
— = y
x 2
x 1
2
Figure 5.18 Region R in Example 5.12
2
The region R for positive values of x 1 and x 2 is shown as the shaded area in
Figure 5.18. Hence,
Z 1 Z x 2 y
8
f
x 1 ; x 2 dx 1 dx 2 ; for y > 0;
<
F Y
y 0 0 X 1 X 2
:
0; elsewhere:
TLFeBOOK