Dismiss Notice
Join Physics Forums Today!
The friendliest, high quality science and math community on the planet! Everyone who loves science is here!

Probability distribution function with arctan

  1. Dec 15, 2008 #1
    Hi I have a function [tex]\phi =arctan(Y/X)[/tex] where, X[tex]\sim \mathcal{N}(A\cos \theta, v)[/tex] and Y[tex]\sim \mathcal{N}(A\sin \theta,v)[/tex]. I want to find
    pdf (probability distribution) of [tex]\phi [/tex]. Any suggestions ? I think change of variables in integral might work??
  2. jcsd
  3. Dec 16, 2008 #2
    There's a change of variables formula for two r.v.s for situations like this. It amounts to changing variables in the integral of the joint pdf.
  4. Dec 17, 2008 #3
Know someone interested in this topic? Share this thread via Reddit, Google+, Twitter, or Facebook