W is a standard exponential distribution.
Q is distributed uniformly on [0,2pi]
W and Q are independent.
R=sqrt(2W)
-pi/2<=a<=pi/2 - constant.
U=Rcos(Q)
V=Rsin(Q+a)
Need to prove (U,V) has bivariate normal distribution with correlation equal to sin(a)
Its hard for me to solve it, I...