Question 2 Suppose X and Y are independent standard normal random variables. We wish to find the distribution of R= /X² + Y², the distance from the origin of the random point (X,Y). a) What is the distribution of Z = X² + Y²? What is its density? b) Use the cumulative distribution function method to find the density of R = VZ. This is called the Rayleigh distribution. [For partial credit, if you did not answer (a), write the density of R in terms of the density of Z and specify the range of R.]

MATLAB: An Introduction with Applications
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Author:Amos Gilat
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Question 2
Suppose X and Y are independent standard normal random variables. We
wish to find the distribution of R= /X² + Y², the distance from the origin of the random point (X,Y).
a) What is the distribution of Z = X² + Y²? What is its density?
b) Use the cumulative distribution function method to find the density of R = VZ. This is called
the Rayleigh distribution. [For partial credit, if you did not answer (a), write the density of R in
terms of the density of Z and specify the range of R.]
Transcribed Image Text:Question 2 Suppose X and Y are independent standard normal random variables. We wish to find the distribution of R= /X² + Y², the distance from the origin of the random point (X,Y). a) What is the distribution of Z = X² + Y²? What is its density? b) Use the cumulative distribution function method to find the density of R = VZ. This is called the Rayleigh distribution. [For partial credit, if you did not answer (a), write the density of R in terms of the density of Z and specify the range of R.]
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