# Joint and Marginal Probabilities

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Let X1 and X2 be two independent standard normal random variables. Let Y1 = X1+X2 and Y2=X1/X2. a) Find the joint density of Y1 and Y2 b) Find the marginal density of Y1 and Y2 (The distribution of Y2 is known as the Cauchy distribution).

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Let X1 and X2 be two independent standard normal random variables. Let Y1 = X1+X2 and Y2=X1/X2. a) Find the joint density of Y1 and Y2 b) Find the marginal density of Y1 and Y2 (The distribution of Y2 is known as the Cauchy distribution).

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