Question: Recall that the density function of the Cauchy distribution is Show that the ratio of two independent standard normal random variables has a Cauchy distribution

Recall that the density function of the Cauchy distribution is

f(1) = for all r. T(1+x?)'

Show that the ratio of two independent standard normal random variables has a Cauchy distribution by finding a suitable transformation of two variables.

f(1) = for all r. T(1+x?)'

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