Question

Suppose U1 and U2 are i.i.d. Unif(0,1) withU1=0.1 and U2=0.8. Use the "cosine" version of Box-Muller to generate a single Nor(-1,4) random variate. Don't forget to use radians instead of degrees.
a. 0.326
b. 0.326
c. 0.663
d. 1.96

Answer 1

Answer:

0.663 ( c )

Step-by-step explanation:

U1 = 0.1 , U2 = 0.8

using the "cosine" version of Box-Muller to generate a single Nor(-1,4) random variable

first step : generate single obsⁿ from N ( -1,4 )

attached below is the detailed solution