Question: BoxMuller algorithm. Show that, if X1 and X2 are independent, following Unf [0, 1], then Y = -2 In(X1) cos(2X2), Y = -2 In(X) sin(2xX)

Box–Muller algorithm. Show that, if X1 and X2 are independent, following Unσf [0, 1], thenY = -2 In(X1) cos(2X2), Y = -2 In(X) sin(2xX)

Y = -2 In(X1) cos(2X2), Y = -2 In(X) sin(2xX)

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