Question

Let X1 and X2 be independent random variables with joint pdf f(x1, x2) =x1e^−(x1+x2), 0< x1<∞,...

Let X1 and X2 be independent random variables with joint pdf f(x1, x2) =x1e^−(x1+x2), 0< x1<∞, 0< x2<∞. Y1= 2X1 and Y2=X2−X1.

I) Find g(y1, y2), the joint pdf of Y1, Y2 Include and draw the support. II) Find g1(y1), the marginal pdf of Y1. III) Find E(Y1).

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