From the "north pole" \(N\) of a circle with diameter 1 , a point \(Q\) on the
circle is mapped to a point \(t\) on the line by its projection from \(N\), as
illustrated in Figure \(8.2\).
Suppose that the point \(Q\) is uniformly chosen on the circle. This is the same
as saying that the angle \(\varphi\) is uniformly chosen from the interval
\(\left[-\frac{\pi}{2}, \frac{\pi}{2}\right]\) (can you see this?). Let \(X\) be
this angle, so that \(X\) is uniformly distributed over the interval
\(\left[-\frac{\pi}{2}, \frac{\pi}{2}\right]\). This means that \(\mathrm{P}(X
\leq \varphi)=1 / 2+\varphi / \pi\) (cf. Quick exercise \(5.3)\). What will be
the distribution of the projection of \(Q\) on the line? Let us call this random
variable \(Z\). Then it is clear that the event \(\\{Z \leq t\\}\) is equal to the
event \(\\{X \leq \varphi\\}\), where \(t\) and \(\varphi\) correspond to each other
under the projection. This means that \(\tan (\varphi)=t\), which is the same as
saying that \(\arctan (t)=\varphi .\)
a. What part of the circle is mapped to the interval \([1, \infty)\) ?
b. Compute the distribution function of \(Z\) using the correspondence between
\(t\) and \(\varphi\).
c. Compute the probability density function of \(Z\).
The distribution of \(Z\) is called the Cauchy distribution (which will be
discussed in Chapter 11).