Equality in distribution of Cauchy random variables
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Let $X$ be a Cauchy $C(1)$ random variable and let $Y_a = frac1-aXa-X$, where $a$ is a real number. I need to prove that $(s+t)X$ is equal in distribution to $sX - fractX$.
I calculated the distribution of $Y_a$ and it's equal to $X$ in distribution for every $a$. I also know that $frac-1X = Y_0$. But I can't conclude from above the equality in distribution.
probability probability-theory
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up vote
1
down vote
favorite
Let $X$ be a Cauchy $C(1)$ random variable and let $Y_a = frac1-aXa-X$, where $a$ is a real number. I need to prove that $(s+t)X$ is equal in distribution to $sX - fractX$.
I calculated the distribution of $Y_a$ and it's equal to $X$ in distribution for every $a$. I also know that $frac-1X = Y_0$. But I can't conclude from above the equality in distribution.
probability probability-theory
add a comment |Â
up vote
1
down vote
favorite
up vote
1
down vote
favorite
Let $X$ be a Cauchy $C(1)$ random variable and let $Y_a = frac1-aXa-X$, where $a$ is a real number. I need to prove that $(s+t)X$ is equal in distribution to $sX - fractX$.
I calculated the distribution of $Y_a$ and it's equal to $X$ in distribution for every $a$. I also know that $frac-1X = Y_0$. But I can't conclude from above the equality in distribution.
probability probability-theory
Let $X$ be a Cauchy $C(1)$ random variable and let $Y_a = frac1-aXa-X$, where $a$ is a real number. I need to prove that $(s+t)X$ is equal in distribution to $sX - fractX$.
I calculated the distribution of $Y_a$ and it's equal to $X$ in distribution for every $a$. I also know that $frac-1X = Y_0$. But I can't conclude from above the equality in distribution.
probability probability-theory
asked 27 mins ago
MadChemist
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4617
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