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upload solution for problem 5.9
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src/chapters/5/sections/pdfs_and_cdfs/index.tex

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@@ -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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$$
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F(x) = P(X \le x) = \int_{-\infty}^x f(t) dt = \int_{-\infty}^x \frac{1}{\pi(1+t^2)} dt
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$$
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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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$$
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F(x) = \int_{-\pi/2}^{\arctan(x)} \frac{1}{\pi} \, du = \frac{1}{\pi} \left( \arctan(x) + \frac{\pi}{2} \right)
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$$
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$$
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F(x) = \frac{1}{2} + \frac{1}{\pi} \arctan(x)
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$$
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