Suppose A and B are independent uniform random variables on [0,1]. What is the joint PDF...

Suppose A and B are independent uniform random variables on [0,1]. What is the joint PDF of (R,S)? Prove that R and S are are independent standard normal random variables.

R = sqrt(-2logA)*cos(2piB)

S = sqrt(-2logA)*sin(2piB)

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orchestra answered 1 year ago

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