In: Statistics and Probability
Let N be a binomial random variable with n = 2 trials and success probability p = 0.5. Let X and Y be uniform random variables on [0, 1] and that X, Y, N are mutually independent. Find the probability density function for Z = NXY . Hint: Find P(Z ≤ z) for z ∈ [0, 1] by conditioning on the value of N ∈ {0, 1, 2}.