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392概率中等derivationmedium

Tangent of a Uniform Variable Yields the Cauchy Distribution

题目

Let XUniform(π/2,π/2)X \sim \operatorname{Uniform}(-\pi/2, \pi/2). Derive the PDF of Y=tan(X)Y = \tan(X) using the change-of-variables formula and identify the resulting distribution.

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