MHB What is the solution to this week's POTW?

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The problem of the week involves finding the density of the sum of two independent standard Cauchy random variables, X and Y. Ackbach provided a correct solution to this mathematical challenge. The discussion emphasizes the properties of Cauchy distributions, particularly their stability under addition. Participants are encouraged to review the guidelines for submitting solutions and engage with the problem further. The focus remains on the mathematical exploration of Cauchy random variables and their sum.
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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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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
$$f(z;0,2)=\frac{1}{2\pi\left[1+z^2/4\right]}.$$