If $X_1, X_2$ are independent $N(0,1)$, is there a nice formula for the distribution of $\frac{\Phi(X_1)}{\Phi(X_1+X_2)}$, or the ratio of probit functions in general? Thanks.
2026-04-04 21:20:12.1775337612
If $X_1, X_2$ are independent $N(0,1)$, is there a nice formula for the dist. of $\frac{\Phi(X_1)}{\Phi(X_1+X_2)}$, where $\Phi$ is the Normal CDF?
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