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Math Help - Distribution using Cauchy

  1. #1
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    Distribution using Cauchy

    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!
    Last edited by frog; May 18th 2010 at 01:28 PM.
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  2. #2
    MHF Contributor matheagle's Avatar
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    I found this.
    Not sure it will help....
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