Thank you for the kind words! Yes, I think you're right about the missing factor of rho. And rho^2 is being drawn from a chi-squared distribution, not a chi distribution. (But the mode I stated is correct for a chi-squared distribution --- I must have omitted the squares when typing this up.)
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Thank you for the kind words! Yes, I think you're right about the missing factor of rho. And rho^2 is being drawn from a chi-squared distribution, not a chi distribution. (But the mode I stated is correct for a chi-squared distribution --- I must have omitted the squares when typing this up.)