Let U_{1} and U_{2} be iid Uniform[0,1]. Define X and Y by,
X =
Ö
2log(1/U_{1})
cos(2pU_{2}), Y =
Ö
2log(1/U_{1})
sin(2pU_{2})
Then the Jacobian |[(¶(u_{1},u_{2}))/(¶(x,y))]| is,
Carlos Rodriguez <carlos@math.albany.edu>
This problem was contributed by a student. It is offered as it is with no warranty of any kind
Last modified:Thu Sep 18 2008 15:09:49 GMT-0400 (Eastern Daylight Time)