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Q52Section B (Part B)52 of 120

Distribution theory — building a standard Cauchy from normals

Let XX, YY, and ZZ be independent Normal random variables with means −1-1, 0, and 1, respectively, and variances 1, 1, and 3, respectively. Which of the following random variables has a Cauchy distribution with location parameter 0 and scale parameter 1?

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