Question: Two continuous random variables X and Y with RX = and RY = (2, 2) are related by X = tan Y. Find the

Two continuous random variables X and Y with RX = ℝ and RY = (−π∕2, π∕2)

are related by X = tan Y. Find the density function of the random variable Y if it is known that the density of X is given by1 f(x)= XER. (1+x)'

The distribution of the variable X above is known as Cauchy distribution.

1 f(x)= XER. (1+x)'

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