please help!!!

Let X1, ..., Xn be a collection of random variables with joint density px (1, . .., In) and let g : R" - R" be an invertible function from (X1, . .., In) to (y1, . .., yn) like Yi = gi(X1, . .., Xn) for i = 1, ...,n. The transformed variables Y1, ..., Y, have a joint density py (y1, . . ., Un) given by py (y1, . . ., yn) = px(9 (y1, . .., yn))|det Vg (y1, . .., Un)I. In the above, | det A) is the absolute value of the determinant of the matrix A, and Vf denotes the Jacobian of the function f. (a) Let n = 2 and assume that X1, X2 ~ Normal(0, 1) are two independent standard normal random variables, and consider the following parameters as known: -00