设随机变量X，Y相互独立，且都服从正态分布<img src="https://nimg.ppkao.com/2019-04/wuacheng/2019041416410854896.jpg?sign=679923fcb0cbd70cd96f1c431ff0485f&t=62d6105c" />，验证<img src="https://nimg.ppkao.com/2019-04/wuacheng/2019041416412988520.jpg?sign=f232a190449a95fad6f45879f187c5ab&t=62d6105c" />的概率密度为<br /> <img src="https://nimg.ppkao.com/2019-04/wuacheng/2019041416414933945.jpg?sign=25393eb345ad592f8bca32f3a32c938f&t=62d6105c" />