Solution

ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2002/iii/paper-40/1/a/ii/solution

Integrating out the second coordinate gives the probability density function of the marginal distribution
Thus the ratio has the normalized target probability density function. The factor from the Jacobian determinant is essential; merely transforming the rectangular coordinates as if they remained uniform would give a different probability density function. This is the basis of the ratio-of-uniforms method.

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