Show that X/Y follows the distribution of t(1) (i.e. t distribution with 1 degree of freedom),...

Show that X/Y follows the distribution of t(1) (i.e. t distribution with 1 degree of freedom), where X and Y are independent random variables from standard normal distribution.

Hint: t distribution with 1 degree of freedom is also classed as the Cauchy distribution, and it is well-known that the mean of this distribution does not exist.

Expert Solution

orchestra answered 1 year ago

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