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
Chapter7: Analytic Trigonometry
Section7.3: The Addition And Subtraction Formulas
Problem 76E
icon
Related questions
Question
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).
Expert Solution
steps

Step by step

Solved in 3 steps with 3 images

Blurred answer
Similar questions
  • SEE MORE QUESTIONS
Recommended textbooks for you
Algebra & Trigonometry with Analytic Geometry
Algebra & Trigonometry with Analytic Geometry
Algebra
ISBN:
9781133382119
Author:
Swokowski
Publisher:
Cengage
Trigonometry (MindTap Course List)
Trigonometry (MindTap Course List)
Trigonometry
ISBN:
9781337278461
Author:
Ron Larson
Publisher:
Cengage Learning