Let X1,X2X_1, X_2X1,X2 be i.i.d. N(0,1)N(0, 1)N(0,1) variables. What is the distribution of Z=X1/X2Z = X_1 / X_2Z=X1/X2?
Standard Normal
Standard Cauchy
Student's t with 1 d.f.
Uniform(-1, 1)