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Possible Duplicate:
How calculate the probability density function of $Z = X_1/X_2$

Need help with the following problem:

Suppose that X and Y are independent normal random variables with mean 0 and variance $\sigma^2$. Show that X/Y is a Cauchy random variable.

Hint: let U = X/Y and pick some V which is a function of X,Y in such a way that you can easily find X and Y if you know U,V. Then use the change of variables formula and marginalization.

I honestly have no idea how to solve this problem. All help would be appreciated.

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    sorry, i looked at one of the references.2012-09-13

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