Consider two independent random variables Xsub1 and Xsub2 having the same Cauchy distribution
f(x)=1/(pie(1+x^2)) for negative infinity
Determine the joint probability density of Ysub1=Xsub1+Xsub2 and
Ysub2=Xsub1-Xsub2 and then finding the marginal density of Ysub1