Joint probability density function of two signals

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YoGMan

Joined Sep 20, 2017
76
Question is in the attached picture.
My try -
I calculated p(x1) and p(x2) by integrating their pdfs and p(x1 intersection x2)= p(x1) * p(x2)
Then I did p(x1 + x2) = p(x1)+p(x2)-p(x1 intersection x2)
Then I differentiated the result with respect to x1 and x2 respectively - am I correct ?
NOTE : p(x1) here is probability , the p(x1) in the picture is pdf
 

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