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Math Help - Finding joint density function

  1. #1
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    Finding joint density function

    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
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  2. #2
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    Hello,

    H is not gaussian : it's never negative !

    Have you tried with cdfs ?
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    Thanks for the reply. I have another question regarding functions of random variable. If X is a random variable where the pdf of X, f(x)=xexp(-0.5x^2) x>0 and f(x)=0 x<0. If Y= -X, am I right to say that the pdf of y, g(y)= -yexp(-0.5y^2) y<0, g(y)=0, y>0. Thanks for any help, I am not very good at this
    Last edited by boredaxel; April 22nd 2010 at 09:40 AM.
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  4. #4
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    Yes it's correct ! Use the Jacobian transformation for pdf (I think it's called this way, you may look after it on google).
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