Re: What is this rv?


X^2/(X^2 + Y^2) ~ Beta[1/2,1/2].

Work out the distribution of its square root.

(If the means are nonzero then it's a doubly-noncentral beta.)

Wow! Not a result I would have predicted. I will go back and look at
the problem from this angle. First I have to convince myself I
understand how to get this result, which is something I'd like to work
out anyways. Let me see how far I can get, and if I have any more
questions, perhaps I can bring them up later. (This a problem I am
working on "on the side". My boss doesn't want me to work on it, so
I'm doing it on my own time, which means, when I *get* the time).

Just plotting the pdf for Beta(1/2,1/2) though I can see that this
statement would be true since it strongly resembles that of an arcsine
density. But anyhow, let me play with it and have some fun first
before going any further.

Again, thank you *very* much.

Matt Brenneman

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