Polar form of normal random vector , angle and length are independent ,and angle is spherical distribution
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Represent $g sim N(0,I_n)$ in polar form as $g=r theta$ where $r = |g|_2$ is the length and $theta = frac{g}{|g|_2} $ is the direction prove that $r$ and $theta$ are independent ? prove that $theta$ is uniformly distributed on sphere $S^{n-1}$ for first one : The only things I know how to do is to show the product pdf of both of $theta$ and $r$ is same as n-dimeinal pdf of of standard Gaussian vector ? but how to find pdf of $|g|_2$ ? I have some problem in trasformation of random variable in this case . since the transformationare not bijective , is any simple way to do that?
probability probability-theory random-variables normal-distribution independence
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