I found this.
Not sure it will help....
Let X; Y be jointly Gaussian with means u1 = u2 = 0, variances sigma^2
1; sigma^2
2 and correlation coefficient P(roma). Find the distribution of Y /X. Check that it is a scaled Cauchy
distribution, i.e., the distribution of Beta(B)Z + alpha where alpha; Beta are appropriate parameters and Z has a Cauchy probability density.
Im not really sure how to do this question. Any help would be good!