I have another doubt: In the following ques (image attached) is there any direct way to solve it .
I did repeated substitutions (transformations),
1. A= X-Y, B=X+Y to get f(a,b)
2. C=A/B , D=B to get f(c,d)
3. U=C^2 , F=D to get f(u,f)
4. marginal pdf of f(u)
eventually F(1,1) is the distribution which i got and it is the correct ans.
but is there any shorter or quicker way to solve this? because in the hints it's given -- [chi square(1)] / [chi square (1)] = F(1,1)
---
"You don't have to believe in God, but you should believe in The Book." -Paul Erdős