Question: Suppose that X1 and X2 have a continuous joint distribution for which the joint p.d.f. is as follows: Find the p.d.f. of Y = X1X2.

Suppose that X1 and X2 have a continuous joint distribution for which the joint p.d.f. is as follows:
Suppose that X1 and X2 have a continuous joint distribution

Find the p.d.f. of Y = X1X2.

x1 + x2 for 0 < x1S1and 0 < x2 < 1,

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