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lines changed Original file line number Diff line number Diff line change @@ -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 }
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+ Let $ F$ be the CDF of the Cauchy distribution.
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+
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+ $$
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+ F(x) = P(X \le x) = \int _{-\infty }^x f(t) dt = \int _{-\infty }^x \frac {1}{\pi (1+t^2)} dt
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+ $$
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+
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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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+
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+ $$
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+ F(x) = \int _{-\pi /2}^{\arctan (x)} \frac {1}{\pi } \, du = \frac {1}{\pi } \left ( \arctan (x) + \frac {\pi }{2} \right )
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+ $$
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+
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+ $$
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+ F(x) = \frac {1}{2} + \frac {1}{\pi } \arctan (x)
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+ $$
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+
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