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Math Help - Deriving Beta-distribution from F-distribution

  1. #1
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    Deriving Beta-distribution from F-distribution

    I've tried searching everywhere (books, internet) on clues how to prove this

    If X~ F(m, n) then W=\frac{m\frac{X}{n}}{1+{m\frac{X}{n}}} has a beta density with a = m/2 and b=n/2

    I'd appreciate it if someone points me to the right direction on where to start because that's basically my problem right now. Thanks ahead.
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  2. #2
    MHF Contributor matheagle's Avatar
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    I would just use calculus one.

    f_W(w)=f_X(x)\left|{dx\over dw}\right|
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