Consider two independent random variables xsub1 and xsub2

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Reference no: EM13603677

Consider two independent random variables Xsub1 and Xsub2 having same Cauchy distribution

f(x)=1/(pi(1+x^2)) from negative infinity to positive infinity.

By using Theorem 7.2 to determine the joint probability density of Ysub1=Xsub1+Xsub2

and Ysub2=Xsub1-Xsub2 and then finding the marginal density of Ysub1.

Reference no: EM13603677

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