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Density of a product of seven uniforms

Question

Let X1,…,X7X_1,\dots,X_7 be independent Unif(0,1)\text{Unif}(0,1) variables and Y=X1X2⋯X7Y=X_1X_2\cdots X_7. The density of YY has the form f(y)=(−ln⁡y)abf(y)=\dfrac{(-\ln y)^a}{b} for 0<y<10<y<1 (and 00 elsewhere), with integers aa and bb. Find a+ba+b.

Short answer

726726. Each −ln⁡Xi-\ln X_i is Exp(1)\text{Exp}(1), so −ln⁡Y-\ln Y is a sum of seven of them, i.e. Gamma(7,1)\text{Gamma}(7,1). Changing variables back with y=e−gy=e^{-g} gives f(y)=(−ln⁡y)66!f(y)=\tfrac{(-\ln y)^6}{6!} on (0,1)(0,1), so a=6a=6, b=720b=720 and a+b=726a+b=726.

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