Let
$f(x_1,x_2)=\begin{cases} \frac{e^{\frac{-x_2^2}{2}}}{x_2\sqrt{2\pi}} & \text{ if } 0<|x_1|\leq x_2<\infty \\ 0 & elsewhere \end{cases}$
It is required to obtain the variance of $x_1$. I am not able to start the problem since the density of $x_1$ looks almost impossible. Please help me to obtain the density , so that I can find the variance. Thanks in advance.