I started by trying to solve for G for x and H for y, so that we could proceed to the Jacobian. However
it lead to this mess X=cot^-1(2/H) but then I'm left with Y=(H/sin(X))^2/2 (here clearly I don't want an X in the RHS). So I'm stuck. Is there a better way to go about this?
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Think polar coordinates. and
Well you never replied here is the solution
First notice giving us the inverse transformation .
Which are clearly two independent standard normal random variables.
Last edited by Scopur; Dec 2nd 2012 at 06:43 PM.
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