# Distributions, transformations and marginals

• Dec 13th 2012, 01:45 AM
WUrunner
Distributions, transformations and marginals
Suppose X and Y are two independent random variables each distributed as $Uniform[0,1)$.

1) Find the joint distribution of X and Y.

2) Let $U = \cos(2\piY)\sqrt{-2\ln(X)}$ and $V = \sin(2\piY)\sqrt{-2\ln(X)}$. Find the joint distribution
of U and V assuming that the transformation is one-to-one?

3) Find the marginal distributions of U and V?

For 1, I got that my distribution is 1 by multiplying the two distributions together. For 2, I have been getting stuck trying to get my equations in terms of X and Y to perform the transformation. I simplified and got $Y = \frac{1}{2}\tan^{-1}(\frac{V}{U})$ but something seems wrong about this and am having trouble trying to get X. For 3, I am obviously stuck and even not totally sure on the support. Any help is appreciated.
• Dec 13th 2012, 07:54 PM
chiro
Re: Distributions, transformations and marginals
Hey WUrunner.

Can you please fix up your latex or post the equation in non-latex form? It's a little hard to decipher as it is shown.