2.1 The Polar Method If X and Y are independent standard normal random variables, then the po- lar coordinates, R and are also random variables. From Equation (7), the probability density function for R is f(r) = re-r²; r≥ 0 (8) So observations of R can be generated using the Inverse Cumulative Method. The corresponding observations for are even easier to generate: is uniformly distributed on the interval [0, 27]. Then one can generate a pairs (X,Y) of independent standard normal random variables via: Rcos() Y = Rsin(0) X - (10)
2.1 The Polar Method If X and Y are independent standard normal random variables, then the po- lar coordinates, R and are also random variables. From Equation (7), the probability density function for R is f(r) = re-r²; r≥ 0 (8) So observations of R can be generated using the Inverse Cumulative Method. The corresponding observations for are even easier to generate: is uniformly distributed on the interval [0, 27]. Then one can generate a pairs (X,Y) of independent standard normal random variables via: Rcos() Y = Rsin(0) X - (10)
Algebra & Trigonometry with Analytic Geometry
13th Edition
ISBN:9781133382119
Author:Swokowski
Publisher:Swokowski
Chapter6: The Trigonometric Functions
Section6.4: Values Of The Trigonometric Functions
Problem 24E
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Fill in the mathematical details of the polar method as described
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