Mathematics · Probability Distributions & Cauchy Distribution
Let X, Y, and Z be independent Normal random variables with means -1, 0, and 1, respectively, and variances 1, 1, and 3, respectively. Which of the following random variables follows a Cauchy distribution with location parameter 0 and scale parameter 1?
- 1X - YX + Y
- 2Z - 1Y
- 3X + 2Y + ZX - 2Y + Z✓
- 4X - 1|Y|
Correct answer
X + 2Y + ZX - 2Y + Z
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