Given twoiidGaussian Random Variables with zero mean and variance

Derive the joint pdf

Can someone help me with this?

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- May 23rd 2010, 10:32 PMakane[SOLVED] joint probability density function
Given two

*iid*Gaussian Random Variables with zero mean and variance

Derive the joint pdf

Can someone help me with this? - May 24th 2010, 02:13 AMmr fantastic
- May 24th 2010, 03:36 AMakane
Thanks for your help.

To get I should know and .

Since I couldn't derive these functions from expressions for and , I did the opposite thing, that is

and obtained 2.

So, I have this now:

Hopefully this way is correct. Now I have

I got as a function of and , and don't know how to substitute and to get as a function of and .

Assistant mentioned that we should use this substitution

I have tried everything I could think of, but I'm still not sure how does that help.