I have two random variables: x1 and x2. Each random variable has the density function: 2*Sqrt[1-x^2]/Pi. Both random variables are semi-circles on the -1 <= x <= 1 interval. The "area" under each random variable equals unity.
When I try to find the density function of Y = Abs[x1 - x2], I get stuck. Does anyone know of any tricks to find the density function for Y? My code is below.
