Question: Let X and Y be independent random variables with uniform densities in [0, 1]. Let Z = X + Y and W = X Y.

Let X and Y be independent random variables with uniform densities in [0, 1]. Let Z = X + Y and W = X − Y. Find
(a) p (X, Y ) (see Exercise 18).
(b) p (X,Z).
(c) p (Y,W).
(d) p (Z,W).

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