Suppose X and Y are independent standard normal random variables. We Question 2 VX? + Y2, the distance from the origin of the random point (X, Y). wish to find the distribution of R = a) What is the distribution of Z = X2 + Y2? What is its density? frz) = Z20 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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Part B of this Question, 

Suppose X and Y are independent standard normal random variables. We
Question 2
VX? + Y2, the distance from the origin of the random point (X, Y).
wish to find the distribution of R =
a) What is the distribution of Z = X2 + Y2? What is its density?
frz) =
Z20
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:Suppose X and Y are independent standard normal random variables. We Question 2 VX? + Y2, the distance from the origin of the random point (X, Y). wish to find the distribution of R = a) What is the distribution of Z = X2 + Y2? What is its density? frz) = Z20 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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