diff --git a/Exercise sheet 2/exercise_sheet_02.ipynb b/Exercise sheet 2/exercise_sheet_02.ipynb index 34a7d83..1ea15e1 100644 --- a/Exercise sheet 2/exercise_sheet_02.ipynb +++ b/Exercise sheet 2/exercise_sheet_02.ipynb @@ -841,16 +841,15 @@ "source": [ "The coordinate transformation $T$ is defined as $T(\\Phi, R) = (R\\cos{\\Phi}, R\\sin{\\Phi}) = (X, Y)$. As $T$ is invertible differentiable, we can write the equality between the joint probability density in both coordinate pairs as\n", "$$\n", - "f_{X}(x)f_Y(y) \\Big|\\frac{\\mathrm{d}x}{\\mathrm{d}\\phi}\\frac{\\mathrm{d}y}{\\mathrm{d}r}-\\frac{\\mathrm{d}y}{\\mathrm{d}\\phi}\\frac{\\mathrm{d}x}{\\mathrm{d}r}\\Big|\n", - "= f_{X,Y}(x,y) \\Big|\\frac{\\mathrm{d}x}{\\mathrm{d}\\phi}\\frac{\\mathrm{d}y}{\\mathrm{d}r}-\\frac{\\mathrm{d}y}{\\mathrm{d}\\phi}\\frac{\\mathrm{d}x}{\\mathrm{d}r}\\Big|\n", + "f_{X,Y}(x,y) \\Big|\\frac{\\mathrm{d}x}{\\mathrm{d}\\phi}\\frac{\\mathrm{d}y}{\\mathrm{d}r}-\\frac{\\mathrm{d}y}{\\mathrm{d}\\phi}\\frac{\\mathrm{d}x}{\\mathrm{d}r}\\Big|\n", "= f_{X,Y}(T(\\phi,r)) \\Big|\\frac{\\mathrm{d}x}{\\mathrm{d}\\phi}\\frac{\\mathrm{d}y}{\\mathrm{d}r}-\\frac{\\mathrm{d}y}{\\mathrm{d}\\phi}\\frac{\\mathrm{d}x}{\\mathrm{d}r}\\Big|\n", "= f_{X,Y}(T(\\phi,r)) \\Big|-r\\sin{\\phi}\\sin{\\phi}-r\\cos{\\phi}\\cos{\\phi}\\Big|\n", "= f_{X,Y}(T(\\phi,r)) r\n", "= f_{\\Phi,R}(\\phi,r)\n", "= \\frac{1}{2\\pi}\\, r\\,e^{-r^2/2}\n", - "\\\\ \\implies f_{X}(x)f_Y(y) = \\frac{1}{2\\pi}\\,e^{-r^2/2} = \\frac{1}{\\sqrt{2\\pi}}e^{-x^2/2}\\frac{1}{\\sqrt{2\\pi}}e^{-y^2/2}\n", + "\\\\ \\implies f_{X,Y}(x,y) = \\frac{1}{2\\pi}\\,e^{-r^2/2} = \\frac{1}{\\sqrt{2\\pi}}e^{-x^2/2}\\frac{1}{\\sqrt{2\\pi}}e^{-y^2/2} = f_{X}(x)f_Y(y)\n", "$$\n", - "using that $r^2 = x^2 + y^2$ in the last step. We conclude that $X$ and $Y$ are independent, and the factorization shows that they are both distributed as a standard normal distribution $\\mathcal{N}(0,1)$." + "using that $r^2 = x^2 + y^2$ in the second to last step. We conclude that $X$ and $Y$ are independent, and the factorization shows that they are both distributed as a standard normal distribution $\\mathcal{N}(0,1)$." ] }, {