Not sure about this problem
Let X and Y be independent random variable each with a standard gaussian distribution. Let 0<M calculate P ((X^2)+(Y^2)<=(M^2)) using polar co-ordinates??????
my solution is as follows
then want to find P ((X^2)+(Y^2)<=(M^2)) = P(r<=m)
Joint distribution of X,Y is
FXY(x,y) = (1/(2*Pi))Exp[-0.5*((x^2)+(y^2))]
FXY(r,p) = (1/(2*Pi))Exp[-0.5*(r^2)]
then P(r<=m) = to the double intergral of FXY(r,p) w.r.t r and p between the limits [0,M] and [0,2*pi]
this however isn't very nice
is this right or have i gone wrong some where . . . .