Given two iid Gaussian Random Variables with zero mean and variance
Derive the joint pdf
Can someone help me with this?
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.