I am to find out the value of this expectation : $$E bigg(frac{U^p}{U+V} bigg),$$ where U $sim$ $chi^2_1$ and V $sim$ $chi^2_n$. U and V are independent.
Can anyone give me any hints about how to start this problem ?
I am to find out the value of this expectation : $$E bigg(frac{U^p}{U+V} bigg),$$ where U $sim$ $chi^2_1$ and V $sim$ $chi^2_n$. U and V are independent.
Can anyone give me any hints about how to start this problem ?