query: X, Y are independent normal random variables. What is the pdf of Z = X/(X+Y)?
positive_passages.docid: 142818
positive_passages.text: X,Y are independent standard normal distributed then what is the distribution of $\frac{X}{X+Y}$
negative_passages.docid: 153456
negative_passages.text: What is the random variable $Z$ by the notation $Z =X/Y$?
negative_passages.docid: 81363
negative_passages.text: How to compute $P(X>Y)$ if $X$ and $Y$ are independent and exponentially distributed
negative_passages.docid: 82804
negative_passages.text: Probability density of sum of two beta random variables
negative_passages.docid: 140650
negative_passages.text: Find the distribution of sum and product of standard normal random variables
negative_passages.docid: 57451
negative_passages.text: Independent variable = Random variable?
negative_passages.docid: 115355
negative_passages.text: Find $E(\max(X,Y))$ for $X$, $Y$ independent standard normal
negative_passages.docid: 42017
negative_passages.text: What is the distribution of the Euclidean distance between two normally distributed random variables?
negative_passages.docid: 149781
negative_passages.text: Probability of Independent Normal Random Variables
negative_passages.docid: 124728
negative_passages.text: Density of random variables
negative_passages.docid: 14664
negative_passages.text: Sum of indepedent random variables and a constant
negative_passages.docid: 147866
negative_passages.text: If X,Y and Z are independent, are X and YZ independent?
negative_passages.docid: 93634
negative_passages.text: X,Y,Z independent and $\sim N(1,1)$. Find $P(X+Y \geqq 3Z)$
negative_passages.docid: 25618
negative_passages.text: $x,y,z$ independent and uniform random on $[0,1]$, $P(x \geq  yz)$?
negative_passages.docid: 122058
negative_passages.text: general solution sum of two uniform random variables aY+bX=Z?
negative_passages.docid: 80430
negative_passages.text: What is the distribution of the sum of non i.i.d. gaussian variates?
negative_passages.docid: 35095
negative_passages.text: Moments of random variable $X$ with PDF $f_X(x)=c\cdot(1 - x^2)$ on $(0,1)$, and PDF of $X^2$