1 Y = where the X, are independent, identically distributed Cauchy r.v.'s with 1 fx, (x) = i = 1,..., N. %3D r[1+ (x - u)2] Show that the pdf of Y is 1 fr (x) = 7(1+ (x - 4)2]' that is, is identical to the pdf of the X;'s and independent of N. (Hint: Use the c.f. approach.) IM²

A First Course in Probability (10th Edition)
10th Edition
ISBN:9780134753119
Author:Sheldon Ross
Publisher:Sheldon Ross
Chapter1: Combinatorial Analysis
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Problem 1.1P: a. How many different 7-place license plates are possible if the first 2 places are for letters and...
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Let
Y =
X;
where the X, are independent, identically distributed Cauchy r.v.'s with
1
fx, (x) =
i = 1,..
N.
..
r[1+ (x - u)2]
Show that the pdf of Y is
1
= (x)Af
that is, is identical to the pdf of the X;'s and independent of N. (Hint: Use the c.f.
approach.)
Transcribed Image Text:Let Y = X; where the X, are independent, identically distributed Cauchy r.v.'s with 1 fx, (x) = i = 1,.. N. .. r[1+ (x - u)2] Show that the pdf of Y is 1 = (x)Af that is, is identical to the pdf of the X;'s and independent of N. (Hint: Use the c.f. approach.)
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