Cauchy Random Variable Homework with Equations and Attempt

[ahamdiheme]

Homework Statement

I have attached the problem statement

Homework Equations

Also find attached

The Attempt at a Solution

My attempt is attached together with the problem statement and the relevant equations.

 

[ahamdiheme]

Is anyone going to help me out on this one? I need your help. Here i will re-post as .jpg. Thank you