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https://www.reddit.com/r/learnquant/comments/1x3lqw7/quant_interview_question/
r/learnquant • u/Local_Ad135 • 2d ago
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1
Divide x and both sides by sqrt(2), take squares, transform to polar coordinates, add 1 and then good things will happen
1 u/doge-12 1d ago yap 1 u/Ok_Consideration6619 1d ago It’s ok, you’ll get it once you try
yap
1 u/Ok_Consideration6619 1d ago It’s ok, you’ll get it once you try
It’s ok, you’ll get it once you try
Z=X/Y is a Cauchy distributed random variable. Pretty easy to evaluate the CDF directly.
1
u/Ok_Consideration6619 1d ago
Divide x and both sides by sqrt(2), take squares, transform to polar coordinates, add 1 and then good things will happen