64. Let X1 and X2 be independent random variables, each having a standard normal distribution. Show that
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64. Let X1 and X2 be independent random variables, each having a standard normal distribution. Show that the pdf of the ratio Y X1/X2 is given by f (y)
1/[p(1 y2)] for q y q (this is called the standard Cauchy distribution).
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Related Book For
Modern Mathematical Statistics With Applications
ISBN: 9780534404734
1st Edition
Authors: Jay L Devore
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