If we know the marginal PDFs of two standard Normal random variables X and Y, then what is the joint PDF of $X + Y = 0$ or, $X = - Y$? Will it be a degenerate PDF in this case? Any help to derive the expression will be appreciated. Thanks.
2026-03-30 17:01:46.1774890106
What is the joint density function of two dependent standard Normal random variables, i.e., $X+Y = 0$?
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