Solution

ID: past-exam-of-the-mathematics-course-of-the-year-1-of-the-natural-sciences-course-of-the-university-of-cambridge/2018/paper-1/16/d/solution

Differentiate the cumulative distribution function using the chain rule:
This is a Cauchy distribution with location zero and scale . The probability density function is nonnegative and integrates to .

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