BoxMuller algorithm. Show that, if X1 and X2 are independent, following Unf [0, 1], then Y =

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Box–Muller algorithm. Show that, if X1 and X2 are independent, following Unσf [0, 1], then

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Nonlinear Time Series Analysis

ISBN: 9781119264057

1st Edition

Authors: Ruey S. Tsay, Rong Chen

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Question Posted: Jun 06, 2024 01:09 AM

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BoxMuller algorithm. Show that, if X1 and X2 are independent, following Unf [0, 1], then Y =

Question:

Y = -2 In(X1) cos(2X2), Y = -2 In(X) sin(2xX)

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Nonlinear Time Series Analysis

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