If X and Y are independent standard normal random variables, determine the joint density function of U

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If X and Y are independent standard normal random variables, determine the joint density function of
U = XV= X/Y
Then use your result to show that X/Y has a Cauchy distribution.

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A First Course In Probability

ISBN: 9789332519077

9th Edition

Authors: Sheldon Ross

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Question Posted: Oct 22, 2015 02:59 AM

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If X and Y are independent standard normal random variables, determine the joint density function of U

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A First Course In Probability

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