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Let \( \{X_n\}_{n \geq 1} \) be a sequence of i.i.d. random variables with the common probability density function \[ f(x) = \frac{1}{\pi(1 + x^2)}, \quad -\infty<x<\infty. \] Define \[ Y_n = \frac{1}{2} + \frac{1}{\pi} \tan^{-1}(X_n) { for } n = 1, 2, \dots. \] Then which one of the following options is correct?
  • GATE ST - 2025
  • GATE ST
  • Statistics
  • Cauchy Distribution