# Question: Consider two independent random variables X1 and X2 having the

Consider two independent random variables X1 and X2 having the same Cauchy distribution

Find the probability density of Y1 = X1 + X2 by using Theorem 7.1 (as modified on page 216) to determine the joint probability density of X1 and Y1 and then integrating out x1. Also, identify the distribution of Y1.

Find the probability density of Y1 = X1 + X2 by using Theorem 7.1 (as modified on page 216) to determine the joint probability density of X1 and Y1 and then integrating out x1. Also, identify the distribution of Y1.

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