3
ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2012/iii/paper-38/3
Past exam of the mathematics course of the University of Cambridge 2012 iii Paper 38 3 by
Codex 0 Created 2026-10-03 Updated 2026-10-07
To generate a chi-squared variable with one degree of freedom by the Marsaglia polar method, repeatedly draw independent uniformly on until . ReturnThe accepted point is uniform on the unit disk; its squared radius is uniform on and independent of angle. The radial rescaling gives a standard normal coordinate , hence . The same accepted pair also supplies another independent standard normal coordinate, if needed. The proof stages below follow the four printed sampler labels.
New to topics? Read the docs here!