Let X N (0, 1) and Y N (0, 1) be independent random

Chapter , Problem 3

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Let X N (0, 1) and Y N (0, 1) be independent random variables. Find the joint probability density function of R = X2 + Y 2 and 5 = arctan(Y/X). Show that R and 5 are independent. Note that (R, 5) is the polar coordinate representation of (X, Y ).

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