Let XXX and YYY be i.i.d. N(0,1)N(0, 1)N(0,1). What is the distribution of W=X2Y2W = \frac{X^2}{Y^2}W=Y2X2?
F(1,1)F(1, 1)F(1,1)
Cauchy(0,1)\text{Cauchy}(0, 1)Cauchy(0,1)
Gamma(1,1)\text{Gamma}(1, 1)Gamma(1,1)
Half-Normal\text{Half-Normal}Half-Normal