Let $X_1$ and $X_2$ be an iid $N(0,1)$. Suppose that $Y_1=X_1^2+X_2^2$ and $Y_2=X_1X_2$. How to find the joint pdf of $Y_1$ and $Y_2$?
Cross Validated is a question and answer site for people interested in statistics, machine learning, data analysis, data mining, and data visualization. It only takes a minute to sign up.Sign up to join this community