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4. (Polar coordinates) Let X and Y be jointly Gaussian random variables with mean vector # = (0,0) and covariance matrix E = (o !)

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4. (Polar coordinates) Let X and Y be jointly Gaussian random variables with mean vector # = (0,0) and covariance matrix E = (o !) Define the random variables R and O by the equations X = Rcos(0) and Y = Rsin(0) with R 2 0, 0 6 [0, 2). (a) Find the density of R

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