Past exam of the mathematics course of the University of Cambridge 2006 ia Paper 2 10F Solution Created 2026-09-24 Updated 2026-10-14
Independence gives the joint probability density function on . The inverse transformation isIts Jacobian matrix has absolute determinant . One way to see the determinant is to use polar coordinates: , , with . Then . The change-of-variables formula for probability densities givesand zero outside that support. Integrating over the complementary variable givesThese are respectively a unit-rate exponential distribution and a unit-scale half-Cauchy distribution. Their product equals the joint probability density function, so and are independent. This radial-ratio independence of two half-normal variables results from the radial symmetry of the positive-quadrant joint probability density function.
If are independent with density on the positive axis, the Jacobian matrix of the inverse transformation has determinant . The joint density is for , factoring into an exponential distribution for and a unit-scale half-Cauchy distribution for . The underlying radial symmetry makes radius and angle independent.