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