Y and Z are independent N(0, 1) random variables. Let X = |Z|. Consider the random point (X, Y).
(a) Derive the CDF FD(d) = P(D ≤ d) of the distance from the origin D = √(X2 + Y2). Sketch this CDF as a function of all real d.
(b) The ratio T = Y/X has Student’s t-distribution with 1 degree...