## Question

###### If X and Y are independent random variables from the standard normal distribution, then show that t(1).Remark that the distribution with degree of freedom is also classed Cauchy distribution, where it is well-known that the mean of the Cauchy distribution does NOT exist.

If X and Y are independent random variables from the standard normal distribution, then show that t(1). Remark that the distribution with degree of freedom is also classed Cauchy distribution, where it is well-known that the mean of the Cauchy distribution does NOT exist.

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