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1 parent 728e048 commit ce22cf1Copy full SHA for ce22cf1
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src/chapters/5/sections/pdfs_and_cdfs/index.tex
@@ -12,3 +12,5 @@ \subsection{problem 6}
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\input{problems/6}
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\subsection{problem 7}
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\input{problems/7}
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+\subsection{problem 9}
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+\input{problems/9}
src/chapters/5/sections/pdfs_and_cdfs/problems/9.tex
@@ -0,0 +1,17 @@
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+Let $F$ be the CDF of the Cauchy distribution.
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+
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+$$
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+F(x) = P(X \le x) = \int_{-\infty}^x f(t) dt = \int_{-\infty}^x \frac{1}{\pi(1+t^2)} dt
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+Making the substitution $u = \arctan(t)$, we obtain $du = \frac{dt}{1+t^2}$.
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+The lower and upper limits of integration become $-\pi/2$ and $\arctan(x)$, respectively.
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+F(x) = \int_{-\pi/2}^{\arctan(x)} \frac{1}{\pi} \, du = \frac{1}{\pi} \left( \arctan(x) + \frac{\pi}{2} \right)
+F(x) = \frac{1}{2} + \frac{1}{\pi} \arctan(x)
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