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.
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