Question

Suppose X, Y are independent with X ∼ N (0, 1) and Y ∼ N (0, 1). Show that the distribution of Q = X/Y follows the Cauchy distribution, i.e., f(q) = 1/π(1+q2) . Hint: Let Q = X/Y and V=Y. Find the joint pdf of Q and V and finally find the marginal pdf of Q by integrating the joint pdf of Q and V w.r.t. V: nfinity rin finity f(a, v)d 2 f(a, v)dv -in finity

Y π(1+q2) Y
V = Y . Find the joint pdf of Q and V and finally find the marginal pdf of Q by integrating

the joint pdf of Q and V w.r.t. V: ∞ f(q,v)dv = 2∞ f(q,v)dv.

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Here we use the method of pdf transformation for two variable.2冗 ↑リ.ui to凭et mang ind pal リ:/읒. е豊@..atj s, ~似 오万ฝึ 2 -21 万(Hqt prove A

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