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Xi'an
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Distribution of $X \sim U(0,1)$ conditioned$X$ conditional on sigma algebra of $Y$Z=Y/X,$ where is $Y$ is $Uwhen $(X,Y)\stackrel{\text{iid}}{\sim} U(0,1)$?

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Zhanxiong
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Distribution of X-U$X \sim U(0,1)$ conditioned on sigma algebra of Y$Y/X,$ where is Y$Y$ is U$U(0,1)$?

The question I have is:

Define X,Y$X,Y$ to be two independent uniform(0,1) random variables and $Z:=\frac{Y}{X}$

Compute    $P(X<x|\sigma(Z))$.

The answer given apparently by "straightforward elementary computations" is for $x\geq 0$,

$P(X<x|\sigma(Z))$=min$\{{x^2,1}\}\mathbb{I}_{Z\leq 1}$ $+$ min$\{{x^2 Z^2,1}\}\mathbb{I}_{Z\geq 1}$.$$P(X<x|\sigma(Z)) = \min\{{x^2,1}\}\mathbb{I}_{Z\leq 1} + \min\{{x^2 Z^2,1}\}\mathbb{I}_{Z\geq 1}.$$

My idea was to condition on the $Z\leq 1$ and ${Z\geq 1}$ then compute using the joint density of X$X$ and Y$Y$, but this seems to work for the first term but doesn't for the second? Any help would be much appreciated.

Distribution of X-U(0,1) conditioned on sigma algebra of Y/X, where is Y is U(0,1)?

The question I have is:

Define X,Y to be two independent uniform(0,1) random variables and $Z:=\frac{Y}{X}$

Compute  $P(X<x|\sigma(Z))$

The answer given apparently by "straightforward elementary computations" is for $x\geq 0$

$P(X<x|\sigma(Z))$=min$\{{x^2,1}\}\mathbb{I}_{Z\leq 1}$ $+$ min$\{{x^2 Z^2,1}\}\mathbb{I}_{Z\geq 1}$.

My idea was to condition on the $Z\leq 1$ and ${Z\geq 1}$ then compute using the joint density of X and Y, but this seems to work for the first term but doesn't for the second? Any help would be much appreciated.

Distribution of $X \sim U(0,1)$ conditioned on sigma algebra of $Y/X,$ where is $Y$ is $U(0,1)$?

The question I have is:

Define $X,Y$ to be two independent uniform(0,1) random variables and $Z:=\frac{Y}{X}$

Compute  $P(X<x|\sigma(Z))$.

The answer given apparently by "straightforward elementary computations" is for $x\geq 0$,

$$P(X<x|\sigma(Z)) = \min\{{x^2,1}\}\mathbb{I}_{Z\leq 1} + \min\{{x^2 Z^2,1}\}\mathbb{I}_{Z\geq 1}.$$

My idea was to condition on the $Z\leq 1$ and ${Z\geq 1}$ then compute using the joint density of $X$ and $Y$, but this seems to work for the first term but doesn't for the second? Any help would be much appreciated.

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Post Reopened by whuber
Post Closed as "Duplicate" by Michael R. Chernick, whuber
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