0

Let $X,Y\sim N(0,1)$ iid. What distribution would the variable $\frac{X}{Y}$ follow? Intuitively it would have an expected value of $1$. Or would it?

John Cataldo
  • 2,729
  • 2
    It's a Cauchy distribution, which has no well-defined mean: https://en.wikipedia.org/wiki/Cauchy_distribution – Adrian Keister Jan 30 '19 at 14:35
  • See https://math.stackexchange.com/questions/77873/how-calculate-the-probability-density-function-of-z-x-1-x-2?noredirect=1&lq=1. – StubbornAtom Jan 30 '19 at 14:52

0 Answers0