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Suppose x represents the inverse of a chi-square random variable with one degree of freedom, and the conditional p.d.f. of y given x is N
Suppose x represents the inverse of a chi-square random variable with one degree of freedom, and the conditional p.d.f. of y given x is N (0, x). Show that y has a Cauchy distribution.
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Abstract Algebra An Interactive Approach
Authors: William Paulsen
2nd Edition
1498719775, 9781498719773
