I have some questions on finding joint pdf. For example, I am to find the pdf of H = |X| + |Y| where X and Y are 2 standard normal pdf. I first found the pdf of |X| and |Y| which I get as just 2 times the standard normal pdf. And then I do a convolution integrating from 0 to infinity to try to get H. But I cant seem to integrate the function. Is this the right way to approach problems like this? And is H a guassian? Thanks for any help