设随机变量X与Y相互独立，且X～N(0，σ2)，Y～N(0，σ2)．求：

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问题问答题

设随机变量X与Y相互独立，且X～N(0，σ²)，Y～N(0，σ²)．
求：

答案

参考答案：由题设可知，[*]又由于X与Y相互独立，所以(X，Y)的密度为
[*]
于是
[*]
[*]
[*]

解析：[考点提示] 随机变量的函数分布．

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