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Random Variables

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).

Solution Summary

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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