X = √-2 log U cos(2πV), Find the joint distribution of X and Y. (Hint: you may want to first compute the distribution of √-2 log U). Y:= √-2 log U sin(27V)

Algebra & Trigonometry with Analytic Geometry
13th Edition
ISBN:9781133382119
Author:Swokowski
Publisher:Swokowski
Chapter6: The Trigonometric Functions
Section6.4: Values Of The Trigonometric Functions
Problem 23E
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4. (Box-Muller transform) Let U and V be independent random variables that
are uniformly distributed on [0, 1]. Define
X = √-2 log U cos(2πV), Y = √-2 log U sin(27V)
Find the joint distribution of X and Y.
(Hint: you may want to first compute the distribution of √-2 log U).
Transcribed Image Text:4. (Box-Muller transform) Let U and V be independent random variables that are uniformly distributed on [0, 1]. Define X = √-2 log U cos(2πV), Y = √-2 log U sin(27V) Find the joint distribution of X and Y. (Hint: you may want to first compute the distribution of √-2 log U).
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