Question: 8. Let X be a random variable with the probability density function (X is called a Cauchy random variable.) Find the probability density function of

8. Let X be a random variable with the probability density function

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

(X is called a Cauchy random variable.) Find the probability density function of Z = arctanX.

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

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