I am trying to solve the following.
Let $X, Y$ be independent random variables distributed as Uniform$([−1, 1])$. Give the joint density of $U,V$, where $U=X^2+Y^2$ and $V =X^2 - Y^2$.
I am using change of variables method to solve this.
g1-1(U,V) -> (U + V / 2)1/2 = x
g2-1(U,V) -> (U - V / 2)1/2 = y
Let L = g1-1(U,V) and K = g2-1(U,V)
When I compute Det of Jacobian matrix, it becomes zero.
$$ \det\begin{pmatrix} \frac{\partial L}{\partial u} & \frac{\partial L}{\partial v}\\ \frac{\partial K}{\partial u} & \frac{\partial K}{\partial v} \end{pmatrix} = \det\begin{pmatrix} \frac{\sqrt 2}{4\sqrt{U + V}} & \frac{\sqrt 2}{4\sqrt{U - V}} \\ \frac{\sqrt 2}{4\sqrt{U + V}} & \frac{\sqrt 2}{4\sqrt{U - V}} \end{pmatrix}= 0 $$
Need help on what I making mistake.
Thanks
$U = X^2 + Y^2, V = X^2 - Y^2$
$x = \pm \sqrt{\frac{u+v}{2}}, y = \pm\sqrt{\frac{u-v}{2}}$
$\det\begin{pmatrix} \frac{\partial x}{\partial u} & \frac{\partial x}{\partial v}\\ \frac{\partial y}{\partial u} & \frac{\partial y}{\partial v} \end{pmatrix} = \det\begin{pmatrix} \pm\frac{1}{2 \sqrt2\sqrt{u + v}} & \pm\frac{1}{2 \sqrt2\sqrt{u + v}} \\ \pm\frac{1}{2 \sqrt2\sqrt{u - v}} & \mp\frac{1}{2 \sqrt2\sqrt{u - v}} \end{pmatrix}= \pm\frac{1}{4\sqrt{u^2 - v^2}}$
So, $|J| = \frac{1}{4\sqrt{u^2 - v^2}}$