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!

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!

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