PDF Transformation: What manoeuvres are involved in this case?

The name of the pictureThe name of the pictureThe name of the pictureClash Royale CLAN TAG#URR8PPP











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Preamble: Given the illustration in the figure below, the pdf for a random variable $r$ is shown below:



$$f_r(r)= fraclambda pi r exp(-lambda pi r^2/2)1-e^-lambda pi R^2/2$$



where $$0<rleq R$$



Question: In order to transform the above pdf, how was the equation below derived? Are there any special manoeuvres involved? I would appreciate this with steps.



$$f_Z(z)= fracsqrt2lambdae^-lambda pi z^2/2texterfsqrtfracpilambda2(R^2-z^2)1-e^-lambda pi R^2/2$$



where $$0<zleq R$$



With these steps one should be able to transform



$$f_r(r)= frac2rR^2$$ to $$f_Z(z)= frac4sqrtR^2-z^2pi R^2$$



image







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  • There's no $r_0$ in the diagram. It's not clear how $r_0$ and $z$ are related.
    – joriki
    Jul 25 at 5:12










  • Thanks for that observation. I have edited the question.
    – Abdulhameed
    Jul 25 at 5:56














up vote
0
down vote

favorite
1












Preamble: Given the illustration in the figure below, the pdf for a random variable $r$ is shown below:



$$f_r(r)= fraclambda pi r exp(-lambda pi r^2/2)1-e^-lambda pi R^2/2$$



where $$0<rleq R$$



Question: In order to transform the above pdf, how was the equation below derived? Are there any special manoeuvres involved? I would appreciate this with steps.



$$f_Z(z)= fracsqrt2lambdae^-lambda pi z^2/2texterfsqrtfracpilambda2(R^2-z^2)1-e^-lambda pi R^2/2$$



where $$0<zleq R$$



With these steps one should be able to transform



$$f_r(r)= frac2rR^2$$ to $$f_Z(z)= frac4sqrtR^2-z^2pi R^2$$



image







share|cite|improve this question





















  • There's no $r_0$ in the diagram. It's not clear how $r_0$ and $z$ are related.
    – joriki
    Jul 25 at 5:12










  • Thanks for that observation. I have edited the question.
    – Abdulhameed
    Jul 25 at 5:56












up vote
0
down vote

favorite
1









up vote
0
down vote

favorite
1






1





Preamble: Given the illustration in the figure below, the pdf for a random variable $r$ is shown below:



$$f_r(r)= fraclambda pi r exp(-lambda pi r^2/2)1-e^-lambda pi R^2/2$$



where $$0<rleq R$$



Question: In order to transform the above pdf, how was the equation below derived? Are there any special manoeuvres involved? I would appreciate this with steps.



$$f_Z(z)= fracsqrt2lambdae^-lambda pi z^2/2texterfsqrtfracpilambda2(R^2-z^2)1-e^-lambda pi R^2/2$$



where $$0<zleq R$$



With these steps one should be able to transform



$$f_r(r)= frac2rR^2$$ to $$f_Z(z)= frac4sqrtR^2-z^2pi R^2$$



image







share|cite|improve this question













Preamble: Given the illustration in the figure below, the pdf for a random variable $r$ is shown below:



$$f_r(r)= fraclambda pi r exp(-lambda pi r^2/2)1-e^-lambda pi R^2/2$$



where $$0<rleq R$$



Question: In order to transform the above pdf, how was the equation below derived? Are there any special manoeuvres involved? I would appreciate this with steps.



$$f_Z(z)= fracsqrt2lambdae^-lambda pi z^2/2texterfsqrtfracpilambda2(R^2-z^2)1-e^-lambda pi R^2/2$$



where $$0<zleq R$$



With these steps one should be able to transform



$$f_r(r)= frac2rR^2$$ to $$f_Z(z)= frac4sqrtR^2-z^2pi R^2$$



image









share|cite|improve this question












share|cite|improve this question




share|cite|improve this question








edited Jul 27 at 6:29
























asked Jul 25 at 2:46









Abdulhameed

54111




54111











  • There's no $r_0$ in the diagram. It's not clear how $r_0$ and $z$ are related.
    – joriki
    Jul 25 at 5:12










  • Thanks for that observation. I have edited the question.
    – Abdulhameed
    Jul 25 at 5:56
















  • There's no $r_0$ in the diagram. It's not clear how $r_0$ and $z$ are related.
    – joriki
    Jul 25 at 5:12










  • Thanks for that observation. I have edited the question.
    – Abdulhameed
    Jul 25 at 5:56















There's no $r_0$ in the diagram. It's not clear how $r_0$ and $z$ are related.
– joriki
Jul 25 at 5:12




There's no $r_0$ in the diagram. It's not clear how $r_0$ and $z$ are related.
– joriki
Jul 25 at 5:12












Thanks for that observation. I have edited the question.
– Abdulhameed
Jul 25 at 5:56




Thanks for that observation. I have edited the question.
– Abdulhameed
Jul 25 at 5:56










2 Answers
2






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1
down vote



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Assume WLOG 2D PDF of the random vector $(hat r,hat theta)$ in the form of
$$f_r,theta(r,theta)=dfrac2pi f_r(r),quad rin(0,R],quad thetainleft(0,dfracpi2right),$$
then the element of the 2D PDF is
$$dF(r,theta) = Pr((hat rin[r,r+mathrm dr]) wedge(hatthetain[theta,theta+mathrm dtheta])) =dfrac2pi f_r(r),mathrm dr,mathrm dtheta.$$
In according with the illustration,
$$hat z = hat rcoshattheta,quad hat zin(0,hat r],$$
and
$$F_z(z) = Pr(hat z le z) = dfrac2piintlimits_0^Rintlimits_arccosdfrac zr^pi/2 f_r(r),mathrm dr,mathrm dtheta,$$
then
$$f_z(z)=dfrac,mathrm dF_z(z),mathrm dz = dfrac2piintlimits_z^R f_r(r)dfracmathrm drsqrtr^2-z^2.$$



If
$$f_r(r)=dfrac2rR^2,$$
then
$$f_z(z) = dfrac4pi R^2intlimits_z^R dfracrmathrm drsqrtr^2-z^2 = dfrac4pi R^2sqrtr^2-z^2Big|_z^R = mathbfcolorreddfrac4sqrtR^2-z^2pi R^2.$$






share|cite|improve this answer























  • Thank you for this answer. Please, I only need more steps on these three aspects. $$f_r,theta(r,theta)=dfrac2pi f_r(r),quad rin(0,R],quad thetainleft(0,dfracpi2right),$$, $$F_z(z) = Pr(hat z le z) = dfrac2piintlimits_0^Rintlimits_arccosdfrac zr^pi/2 f_r(r),mathrm dr,mathrm dtheta,$$ Specifically, how do I prove the first line. As for the second line how do one handle the lower limit of the integrand of $theta$. The third is that I do not know what does this $wedge$ sign mean in this case?
    – Abdulhameed
    Aug 2 at 17:09











  • @Abdulhameed From considerations of symmetry, it is sufficient to deal only with the first quarter, and integration over $theta$ must lead to the issue PDF. Besides, $z=costheta$ must be not greater than $r.$ "$wedge$" is the logical AND.
    – Yuri Negometyanov
    Aug 3 at 2:59











  • Really appreciate your reply. I mean $arccos fraczr$ in the lower limit. Then how was $frac2pif_r(r)$ derived?
    – Abdulhameed
    Aug 3 at 3:08











  • @Abdulhameed The integration over $theta$ givrmes $dfracpi2,$ and the inverse factor $dfrac2pi$ gives requred norm.
    – Yuri Negometyanov
    Aug 3 at 3:16


















up vote
2
down vote













The density for $r$ corresponds to normal distributions for $z$ and $Y$ that would be independent if the distribution extended over the entire plane; in that case, the marginal distributions for $z$ and $Y$ would just be Gaussians. However, as the distribution is truncated to the circle, $z$ and $Y$ aren't independent. To get the marginal distribution for $z$ you need to integrate out $Y$; this is what leads to the $operatornameerf$ term. To reproduce the result, transform from polar coordinates to Cartesian coordinates ($r^2$ in the exponent becomes $z^2+Y^2$ and $2pi rmathrm drmathrm dphi$ becomes $mathrm dzmathrm dY$) and integrate out $Y$ to get the marginal density for $z$.






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    2 Answers
    2






    active

    oldest

    votes








    2 Answers
    2






    active

    oldest

    votes









    active

    oldest

    votes






    active

    oldest

    votes








    up vote
    1
    down vote



    accepted
    +50










    Assume WLOG 2D PDF of the random vector $(hat r,hat theta)$ in the form of
    $$f_r,theta(r,theta)=dfrac2pi f_r(r),quad rin(0,R],quad thetainleft(0,dfracpi2right),$$
    then the element of the 2D PDF is
    $$dF(r,theta) = Pr((hat rin[r,r+mathrm dr]) wedge(hatthetain[theta,theta+mathrm dtheta])) =dfrac2pi f_r(r),mathrm dr,mathrm dtheta.$$
    In according with the illustration,
    $$hat z = hat rcoshattheta,quad hat zin(0,hat r],$$
    and
    $$F_z(z) = Pr(hat z le z) = dfrac2piintlimits_0^Rintlimits_arccosdfrac zr^pi/2 f_r(r),mathrm dr,mathrm dtheta,$$
    then
    $$f_z(z)=dfrac,mathrm dF_z(z),mathrm dz = dfrac2piintlimits_z^R f_r(r)dfracmathrm drsqrtr^2-z^2.$$



    If
    $$f_r(r)=dfrac2rR^2,$$
    then
    $$f_z(z) = dfrac4pi R^2intlimits_z^R dfracrmathrm drsqrtr^2-z^2 = dfrac4pi R^2sqrtr^2-z^2Big|_z^R = mathbfcolorreddfrac4sqrtR^2-z^2pi R^2.$$






    share|cite|improve this answer























    • Thank you for this answer. Please, I only need more steps on these three aspects. $$f_r,theta(r,theta)=dfrac2pi f_r(r),quad rin(0,R],quad thetainleft(0,dfracpi2right),$$, $$F_z(z) = Pr(hat z le z) = dfrac2piintlimits_0^Rintlimits_arccosdfrac zr^pi/2 f_r(r),mathrm dr,mathrm dtheta,$$ Specifically, how do I prove the first line. As for the second line how do one handle the lower limit of the integrand of $theta$. The third is that I do not know what does this $wedge$ sign mean in this case?
      – Abdulhameed
      Aug 2 at 17:09











    • @Abdulhameed From considerations of symmetry, it is sufficient to deal only with the first quarter, and integration over $theta$ must lead to the issue PDF. Besides, $z=costheta$ must be not greater than $r.$ "$wedge$" is the logical AND.
      – Yuri Negometyanov
      Aug 3 at 2:59











    • Really appreciate your reply. I mean $arccos fraczr$ in the lower limit. Then how was $frac2pif_r(r)$ derived?
      – Abdulhameed
      Aug 3 at 3:08











    • @Abdulhameed The integration over $theta$ givrmes $dfracpi2,$ and the inverse factor $dfrac2pi$ gives requred norm.
      – Yuri Negometyanov
      Aug 3 at 3:16















    up vote
    1
    down vote



    accepted
    +50










    Assume WLOG 2D PDF of the random vector $(hat r,hat theta)$ in the form of
    $$f_r,theta(r,theta)=dfrac2pi f_r(r),quad rin(0,R],quad thetainleft(0,dfracpi2right),$$
    then the element of the 2D PDF is
    $$dF(r,theta) = Pr((hat rin[r,r+mathrm dr]) wedge(hatthetain[theta,theta+mathrm dtheta])) =dfrac2pi f_r(r),mathrm dr,mathrm dtheta.$$
    In according with the illustration,
    $$hat z = hat rcoshattheta,quad hat zin(0,hat r],$$
    and
    $$F_z(z) = Pr(hat z le z) = dfrac2piintlimits_0^Rintlimits_arccosdfrac zr^pi/2 f_r(r),mathrm dr,mathrm dtheta,$$
    then
    $$f_z(z)=dfrac,mathrm dF_z(z),mathrm dz = dfrac2piintlimits_z^R f_r(r)dfracmathrm drsqrtr^2-z^2.$$



    If
    $$f_r(r)=dfrac2rR^2,$$
    then
    $$f_z(z) = dfrac4pi R^2intlimits_z^R dfracrmathrm drsqrtr^2-z^2 = dfrac4pi R^2sqrtr^2-z^2Big|_z^R = mathbfcolorreddfrac4sqrtR^2-z^2pi R^2.$$






    share|cite|improve this answer























    • Thank you for this answer. Please, I only need more steps on these three aspects. $$f_r,theta(r,theta)=dfrac2pi f_r(r),quad rin(0,R],quad thetainleft(0,dfracpi2right),$$, $$F_z(z) = Pr(hat z le z) = dfrac2piintlimits_0^Rintlimits_arccosdfrac zr^pi/2 f_r(r),mathrm dr,mathrm dtheta,$$ Specifically, how do I prove the first line. As for the second line how do one handle the lower limit of the integrand of $theta$. The third is that I do not know what does this $wedge$ sign mean in this case?
      – Abdulhameed
      Aug 2 at 17:09











    • @Abdulhameed From considerations of symmetry, it is sufficient to deal only with the first quarter, and integration over $theta$ must lead to the issue PDF. Besides, $z=costheta$ must be not greater than $r.$ "$wedge$" is the logical AND.
      – Yuri Negometyanov
      Aug 3 at 2:59











    • Really appreciate your reply. I mean $arccos fraczr$ in the lower limit. Then how was $frac2pif_r(r)$ derived?
      – Abdulhameed
      Aug 3 at 3:08











    • @Abdulhameed The integration over $theta$ givrmes $dfracpi2,$ and the inverse factor $dfrac2pi$ gives requred norm.
      – Yuri Negometyanov
      Aug 3 at 3:16













    up vote
    1
    down vote



    accepted
    +50







    up vote
    1
    down vote



    accepted
    +50




    +50




    Assume WLOG 2D PDF of the random vector $(hat r,hat theta)$ in the form of
    $$f_r,theta(r,theta)=dfrac2pi f_r(r),quad rin(0,R],quad thetainleft(0,dfracpi2right),$$
    then the element of the 2D PDF is
    $$dF(r,theta) = Pr((hat rin[r,r+mathrm dr]) wedge(hatthetain[theta,theta+mathrm dtheta])) =dfrac2pi f_r(r),mathrm dr,mathrm dtheta.$$
    In according with the illustration,
    $$hat z = hat rcoshattheta,quad hat zin(0,hat r],$$
    and
    $$F_z(z) = Pr(hat z le z) = dfrac2piintlimits_0^Rintlimits_arccosdfrac zr^pi/2 f_r(r),mathrm dr,mathrm dtheta,$$
    then
    $$f_z(z)=dfrac,mathrm dF_z(z),mathrm dz = dfrac2piintlimits_z^R f_r(r)dfracmathrm drsqrtr^2-z^2.$$



    If
    $$f_r(r)=dfrac2rR^2,$$
    then
    $$f_z(z) = dfrac4pi R^2intlimits_z^R dfracrmathrm drsqrtr^2-z^2 = dfrac4pi R^2sqrtr^2-z^2Big|_z^R = mathbfcolorreddfrac4sqrtR^2-z^2pi R^2.$$






    share|cite|improve this answer















    Assume WLOG 2D PDF of the random vector $(hat r,hat theta)$ in the form of
    $$f_r,theta(r,theta)=dfrac2pi f_r(r),quad rin(0,R],quad thetainleft(0,dfracpi2right),$$
    then the element of the 2D PDF is
    $$dF(r,theta) = Pr((hat rin[r,r+mathrm dr]) wedge(hatthetain[theta,theta+mathrm dtheta])) =dfrac2pi f_r(r),mathrm dr,mathrm dtheta.$$
    In according with the illustration,
    $$hat z = hat rcoshattheta,quad hat zin(0,hat r],$$
    and
    $$F_z(z) = Pr(hat z le z) = dfrac2piintlimits_0^Rintlimits_arccosdfrac zr^pi/2 f_r(r),mathrm dr,mathrm dtheta,$$
    then
    $$f_z(z)=dfrac,mathrm dF_z(z),mathrm dz = dfrac2piintlimits_z^R f_r(r)dfracmathrm drsqrtr^2-z^2.$$



    If
    $$f_r(r)=dfrac2rR^2,$$
    then
    $$f_z(z) = dfrac4pi R^2intlimits_z^R dfracrmathrm drsqrtr^2-z^2 = dfrac4pi R^2sqrtr^2-z^2Big|_z^R = mathbfcolorreddfrac4sqrtR^2-z^2pi R^2.$$







    share|cite|improve this answer















    share|cite|improve this answer



    share|cite|improve this answer








    edited Aug 2 at 5:32


























    answered Aug 2 at 5:16









    Yuri Negometyanov

    9,2931523




    9,2931523











    • Thank you for this answer. Please, I only need more steps on these three aspects. $$f_r,theta(r,theta)=dfrac2pi f_r(r),quad rin(0,R],quad thetainleft(0,dfracpi2right),$$, $$F_z(z) = Pr(hat z le z) = dfrac2piintlimits_0^Rintlimits_arccosdfrac zr^pi/2 f_r(r),mathrm dr,mathrm dtheta,$$ Specifically, how do I prove the first line. As for the second line how do one handle the lower limit of the integrand of $theta$. The third is that I do not know what does this $wedge$ sign mean in this case?
      – Abdulhameed
      Aug 2 at 17:09











    • @Abdulhameed From considerations of symmetry, it is sufficient to deal only with the first quarter, and integration over $theta$ must lead to the issue PDF. Besides, $z=costheta$ must be not greater than $r.$ "$wedge$" is the logical AND.
      – Yuri Negometyanov
      Aug 3 at 2:59











    • Really appreciate your reply. I mean $arccos fraczr$ in the lower limit. Then how was $frac2pif_r(r)$ derived?
      – Abdulhameed
      Aug 3 at 3:08











    • @Abdulhameed The integration over $theta$ givrmes $dfracpi2,$ and the inverse factor $dfrac2pi$ gives requred norm.
      – Yuri Negometyanov
      Aug 3 at 3:16

















    • Thank you for this answer. Please, I only need more steps on these three aspects. $$f_r,theta(r,theta)=dfrac2pi f_r(r),quad rin(0,R],quad thetainleft(0,dfracpi2right),$$, $$F_z(z) = Pr(hat z le z) = dfrac2piintlimits_0^Rintlimits_arccosdfrac zr^pi/2 f_r(r),mathrm dr,mathrm dtheta,$$ Specifically, how do I prove the first line. As for the second line how do one handle the lower limit of the integrand of $theta$. The third is that I do not know what does this $wedge$ sign mean in this case?
      – Abdulhameed
      Aug 2 at 17:09











    • @Abdulhameed From considerations of symmetry, it is sufficient to deal only with the first quarter, and integration over $theta$ must lead to the issue PDF. Besides, $z=costheta$ must be not greater than $r.$ "$wedge$" is the logical AND.
      – Yuri Negometyanov
      Aug 3 at 2:59











    • Really appreciate your reply. I mean $arccos fraczr$ in the lower limit. Then how was $frac2pif_r(r)$ derived?
      – Abdulhameed
      Aug 3 at 3:08











    • @Abdulhameed The integration over $theta$ givrmes $dfracpi2,$ and the inverse factor $dfrac2pi$ gives requred norm.
      – Yuri Negometyanov
      Aug 3 at 3:16
















    Thank you for this answer. Please, I only need more steps on these three aspects. $$f_r,theta(r,theta)=dfrac2pi f_r(r),quad rin(0,R],quad thetainleft(0,dfracpi2right),$$, $$F_z(z) = Pr(hat z le z) = dfrac2piintlimits_0^Rintlimits_arccosdfrac zr^pi/2 f_r(r),mathrm dr,mathrm dtheta,$$ Specifically, how do I prove the first line. As for the second line how do one handle the lower limit of the integrand of $theta$. The third is that I do not know what does this $wedge$ sign mean in this case?
    – Abdulhameed
    Aug 2 at 17:09





    Thank you for this answer. Please, I only need more steps on these three aspects. $$f_r,theta(r,theta)=dfrac2pi f_r(r),quad rin(0,R],quad thetainleft(0,dfracpi2right),$$, $$F_z(z) = Pr(hat z le z) = dfrac2piintlimits_0^Rintlimits_arccosdfrac zr^pi/2 f_r(r),mathrm dr,mathrm dtheta,$$ Specifically, how do I prove the first line. As for the second line how do one handle the lower limit of the integrand of $theta$. The third is that I do not know what does this $wedge$ sign mean in this case?
    – Abdulhameed
    Aug 2 at 17:09













    @Abdulhameed From considerations of symmetry, it is sufficient to deal only with the first quarter, and integration over $theta$ must lead to the issue PDF. Besides, $z=costheta$ must be not greater than $r.$ "$wedge$" is the logical AND.
    – Yuri Negometyanov
    Aug 3 at 2:59





    @Abdulhameed From considerations of symmetry, it is sufficient to deal only with the first quarter, and integration over $theta$ must lead to the issue PDF. Besides, $z=costheta$ must be not greater than $r.$ "$wedge$" is the logical AND.
    – Yuri Negometyanov
    Aug 3 at 2:59













    Really appreciate your reply. I mean $arccos fraczr$ in the lower limit. Then how was $frac2pif_r(r)$ derived?
    – Abdulhameed
    Aug 3 at 3:08





    Really appreciate your reply. I mean $arccos fraczr$ in the lower limit. Then how was $frac2pif_r(r)$ derived?
    – Abdulhameed
    Aug 3 at 3:08













    @Abdulhameed The integration over $theta$ givrmes $dfracpi2,$ and the inverse factor $dfrac2pi$ gives requred norm.
    – Yuri Negometyanov
    Aug 3 at 3:16





    @Abdulhameed The integration over $theta$ givrmes $dfracpi2,$ and the inverse factor $dfrac2pi$ gives requred norm.
    – Yuri Negometyanov
    Aug 3 at 3:16











    up vote
    2
    down vote













    The density for $r$ corresponds to normal distributions for $z$ and $Y$ that would be independent if the distribution extended over the entire plane; in that case, the marginal distributions for $z$ and $Y$ would just be Gaussians. However, as the distribution is truncated to the circle, $z$ and $Y$ aren't independent. To get the marginal distribution for $z$ you need to integrate out $Y$; this is what leads to the $operatornameerf$ term. To reproduce the result, transform from polar coordinates to Cartesian coordinates ($r^2$ in the exponent becomes $z^2+Y^2$ and $2pi rmathrm drmathrm dphi$ becomes $mathrm dzmathrm dY$) and integrate out $Y$ to get the marginal density for $z$.






    share|cite|improve this answer

























      up vote
      2
      down vote













      The density for $r$ corresponds to normal distributions for $z$ and $Y$ that would be independent if the distribution extended over the entire plane; in that case, the marginal distributions for $z$ and $Y$ would just be Gaussians. However, as the distribution is truncated to the circle, $z$ and $Y$ aren't independent. To get the marginal distribution for $z$ you need to integrate out $Y$; this is what leads to the $operatornameerf$ term. To reproduce the result, transform from polar coordinates to Cartesian coordinates ($r^2$ in the exponent becomes $z^2+Y^2$ and $2pi rmathrm drmathrm dphi$ becomes $mathrm dzmathrm dY$) and integrate out $Y$ to get the marginal density for $z$.






      share|cite|improve this answer























        up vote
        2
        down vote










        up vote
        2
        down vote









        The density for $r$ corresponds to normal distributions for $z$ and $Y$ that would be independent if the distribution extended over the entire plane; in that case, the marginal distributions for $z$ and $Y$ would just be Gaussians. However, as the distribution is truncated to the circle, $z$ and $Y$ aren't independent. To get the marginal distribution for $z$ you need to integrate out $Y$; this is what leads to the $operatornameerf$ term. To reproduce the result, transform from polar coordinates to Cartesian coordinates ($r^2$ in the exponent becomes $z^2+Y^2$ and $2pi rmathrm drmathrm dphi$ becomes $mathrm dzmathrm dY$) and integrate out $Y$ to get the marginal density for $z$.






        share|cite|improve this answer













        The density for $r$ corresponds to normal distributions for $z$ and $Y$ that would be independent if the distribution extended over the entire plane; in that case, the marginal distributions for $z$ and $Y$ would just be Gaussians. However, as the distribution is truncated to the circle, $z$ and $Y$ aren't independent. To get the marginal distribution for $z$ you need to integrate out $Y$; this is what leads to the $operatornameerf$ term. To reproduce the result, transform from polar coordinates to Cartesian coordinates ($r^2$ in the exponent becomes $z^2+Y^2$ and $2pi rmathrm drmathrm dphi$ becomes $mathrm dzmathrm dY$) and integrate out $Y$ to get the marginal density for $z$.







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        answered Jul 25 at 6:17









        joriki

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