Jones (1999) looked at the distribution of functions of X and Y when X = R cos

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Jones (1999) looked at the distribution of functions of X and Y when X = R cos θ and Y = R sinθ, where θ ~ U{0, 2π) and R is a positive random variable. Here are two of the many situations that he considered.
(a) Show that X/Y has a Cauchy distribution.
(b)
Show that the distribution of (2XY)/√X2 + Y2 is the same as the distribution of X. Specialize this result to one about n(0, σ2) random variables.
Distribution
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Statistical Inference

ISBN: 978-0534243128

2nd edition

Authors: George Casella, Roger L. Berger

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