What is the solution to this week's POTW?

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  • Thread starter Euge
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In summary, the solution to this week's POTW (Problem of the Week) is the answer to the problem that was given at the beginning of the week. To determine if your solution is correct, you can compare it to the answer provided by the scientist or organization that presented the POTW or ask for feedback from a fellow scientist or teacher. The use of calculators or other tools may be allowed depending on the specific instructions given for the POTW. If you are unable to solve the POTW, you can try researching similar problems or asking for help. Some general tips for solving the POTW include breaking the problem down, visualizing it, trying different strategies, and checking for errors.
  • #1
Euge
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MHB
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Here is this week's POTW:

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If $X$ and $Y$ are independent, standard Cauchy random variables, find the density of the sum $X + Y$.
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  • #2
This week's problem was solved correctly by Ackbach. You can read his solution below.

Because $X$ and $Y$ are both standard Cauchy distributions, they will have density functions
\begin{align*}
f(x;0,1)&=\frac{1}{\pi(1+x^2)} \quad\text{and}\\
f(y;0,1)&=\frac{1}{\pi(1+y^2)},
\end{align*}
respectively. To find the density function for $X+Y,$ we first find the characteristic function (Fourier Transform) $\varphi_{X+Y}(t),$ and then take its inverse. Because $X$ and $Y$ are independent, we may calculate
\begin{align*}
\varphi_{X+Y}(t)
:&=E\left[e^{it(X+Y)}\right] \\
&=E\left[e^{itX}\,e^{itY}\right] \\
&=E\left[e^{itX}\right]E\left[e^{itY}\right] \\
&=\varphi_X(t)\,\varphi_Y(t).
\end{align*}
So the characteristic function of the sum is the product of the characteristic functions (assuming independence). So we calculate as follows:
\begin{align*}
\varphi_X(t)\,\varphi_Y(t)&=\int_{\mathbb{R}}\frac{1}{\pi(1+x^2)}\,e^{ixt}\,dx \cdot \int_{\mathbb{R}}\frac{1}{\pi(1+y^2)}\,e^{iyt}\,dy \\
&=e^{-|t|}\,e^{-|t|} \\
&=e^{-2|t|} \\
&=\varphi_Z(t;0,2).
\end{align*}
In other words, we simply recognize this as the characteristic function of another Cauchy distribution, with $x_0=0$ and $\gamma=2$. That is, if $Z=X+Y,$ then the density function is
$$f(z;0,2)=\frac{1}{2\pi\left[1+z^2/4\right]}.$$
 

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What is the solution to this week's POTW?

The solution to this week's POTW (Problem of the Week) is the answer to the problem that was given at the beginning of the week. It is usually a mathematical or scientific problem that requires critical thinking and problem-solving skills to solve.

How do I know if my solution is correct?

To determine if your solution is correct, you can compare it to the answer provided by the scientist or organization that presented the POTW. You can also ask a fellow scientist or teacher to review your solution and provide feedback.

Can I use a calculator or other tools to solve the POTW?

It depends on the specific instructions given for the POTW. Some may allow the use of calculators or other tools, while others may require you to solve it using only pen and paper. It is important to follow the instructions given to accurately solve the POTW.

What if I am unable to solve the POTW?

If you are unable to solve the POTW, don't be discouraged! It is common for challenging problems to take some time and effort to solve. You can try researching similar problems or asking for help from a fellow scientist or teacher.

Are there any tips for solving the POTW?

Yes, there are some general tips that may help you solve the POTW more efficiently. These include breaking the problem down into smaller parts, visualizing the problem, and trying different approaches or strategies. Remember to also use your critical thinking skills and check your work for errors.

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