I have what I'm sure is a very stupid question. When I have a two-dimensional random variable $\tilde{X}=(X_1,X_2)$ with the cdf $F(x_1,x_2)=(kx_1^2I_{(0,1)}(x_1)+I_{[1,\infty)}(x_1))(kx_2^2I_{(0,1)}(x_2)+I_{[1,\infty)}(x_2))$, how can I calculate the pdf from that? I get that I have to differentiate somehow, but what do I do with the indicator functions?
How do I find the PDF from a multidimensional CDF with indicator functions?
user9221034
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