Dear Allstats,
I came across this problem in a book and I haven't been able to solve it.
Any help would be much appreciated.
If f(x) is the pdf of a random variable x, the af(ay) is the pdf of y=x/a.
Consider the random variables y1 and y2 with pdf 's
a1f(a1 y) and a2f(a2 y). Determine the functional form of f if the pdf of
y=y1 + y2 is of the same form af(ay) with respect to some a.
______________________
Indrajit SenGupta
Department Of Statistics
St. Xavier's College
Calcutta University
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EC- 195
Salt Lake City, Sector -1
Calcutta 700064
West Bengal
India
Phone #337-5424
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