Question: Re-write the following calculation procedure including the omitted procedure. Example 7.1.24 (Cauchy PDF). Let X and Y be i.i.d. N(0, 1), and let T X/Y

Re-write the following calculation procedure including the omitted procedure.

Re-write the following calculation procedure including the omitted procedure. Example 7.1.24 (Cauchy

Example 7.1.24 (Cauchy PDF). Let X and Y be i.i.d. N(0, 1), and let T X/Y Find the PDF of T, called Cauchy distribution. Solution: We'll find the CDF of T first and differentiate to get the PDF 2 1+i2)y2 di 0 7(1 + t2) Joint distributions Probability and Random Process 13

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