Question: 3 [3 points]. Suppose that U Uniform([0, 1]). Find a function g such that X = g(U) is drawn from a Cauchy density. That is,

3 [3 points]. Suppose that U Uniform([0, 1]). Find a function g such that X = g(U) is drawn from a Cauchy density. That is, if: Support(X) = (, +), fX(x) = 1 (1 + x 2) , FX(x) = 1 tan1 (x) + 1 2

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