Let X and Y be two independent standard normal random variables. Consider the point (X,Y ) in

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Let X and Y be two independent standard normal random variables. Consider the point (X,Y ) in the x −y plane. Let (R,Θ) be the corresponding polar coordinates as shown in Figure 5.11. The inverse transformation is given byX = R cos  Y = Rsin

where, R ≥ 0 and −πY I  .  8 (X,Y) x = R cos y = Rsin O

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