A friend of mine was asking me for help with this exercise, and I'm not sure how to tackle it, could someone please help me.

a) We are given a density function for the random variables and

Now we are given a new random variable , and we need to find the density function for U.

b) Find and

I could appreciate some help, I have not yet studied integrals in multiple variables, but I'm not sure if I have to do that for this problem.