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The following identity arises in (a new) derivation of the distribution of the estimate $r$ of the binormal correlation coefficient $\rho$. Here formulated in terms of $x = r\rho$.

For $-1 < x < 1$, we have:

$\qquad{}_2\mathrm{F}_1\big(a,b ; \mbox{$\frac{a+b+1}{2} ; \frac{x+1}{2}$}\big) = $

$\qquad\qquad\large \frac{\sqrt{\pi}\hspace{3pt}\Gamma\big(\mbox{$\normalsize\frac{a+b+1}{2}$}\big)}{\Gamma\big(\mbox{$\normalsize\frac{a+1}{2}$}\big)\Gamma\big(\mbox{$\normalsize\frac{b+1}{2}$}\big)}\normalsize \hspace{1pt} \mbox{${}_2\mathrm{F}_1\big(\frac{a}{2},\frac{b}{2} ; \mbox{$\frac{1}{2} ; x^2$}\big)$} \hspace{2pt} \hspace{2pt} + \hspace{2pt} \large \frac{2\sqrt{\pi}\hspace{3pt}\Gamma\big(\mbox{$\normalsize\frac{a+b+1}{2}$}\big)}{\Gamma\big(\mbox{$\normalsize\frac{a}{2}$}\big)\Gamma\big(\mbox{$\normalsize\frac{b}{2}$}\big)}\hspace{1pt}\normalsize x\hspace{2pt}\mbox{${}_2\mathrm{F}_1\big(\frac{a+1}{2},\frac{b+1}{2} ; \mbox{$\frac{3}{2} ; x^2$}\big)$} $

This can be written:

$\qquad\frac{1}{B\big(\mbox{$\frac{1}{2}$},\mbox{$\frac{a+b+1}{2}$}\big)}\hspace{1pt} \normalsize{}_2\mathrm{F}_1\big(a,b ; \mbox{$\frac{a+b+1}{2} ; \frac{x+1}{2}$}\big) = $ $\qquad\qquad\qquad\frac{1}{B\big(\mbox{$\frac{a+1}{2}$},\mbox{$\frac{b+1}{2}$}\big)} \hspace{1pt} \mbox{${}_2\mathrm{F}_1\big(\frac{a}{2},\frac{b}{2} ; \mbox{$\frac{1}{2} ; x^2$}\big)$} \hspace{2pt} + \hspace{2pt} \frac{\Large a+b}{B\big(\mbox{$\frac{a}{2},\frac{b}{2}$}\big)} \hspace{1pt}\hspace{1pt}x\hspace{2pt}\mbox{${}_2\mathrm{F}_1\big(\frac{a+1}{2},\frac{b+1}{2} ; \mbox{$\frac{3}{2} ; x^2$}\big)$} $

where $B(a,b)$ is the Beta function.

Is this a known identity? It doesn't appear in A&S or G&R. From the identities listed in Abramowitz and Stegun, it seems to be a combination of a linear and quadratic transformation. Can it be derived by such transformations?

I think the identity can be shown by making a linear change of variable in the hypergeometric differential equation, showing that $f(x)={}_2\mathrm{F}_1\big(a,b ; \mbox{$\frac{a+b+1}{2} ; \frac{x+1}{2}$}\big)$ satisfies:

$$(1-x^2)f''(x) - (a+b+1)\,x f'(x) - a\hspace{1pt}b f(x) = 0$$

for $-1<x<1$. Then showing that the right hand side also satisfies the differential equation, and has the same value and derivative at $x=0$ as the left hand side.

It follows immediately that for $-1 < x < 1$, we have:

$\qquad{}_2\mathrm{F}_1\big(a,b ; \mbox{$\frac{a+b+1}{2} ; \frac{1+x}{2}$}\big) \hspace{2pt}+\hspace{2pt} {}_2\mathrm{F}_1\big(a,b ; \mbox{$\frac{a+b+1}{2} ; \frac{1-x}{2}$}\big) \hspace{2pt} = \hspace{2pt}\large \frac{2\hspace{0.5pt}B\big(\mbox{$\normalsize\frac{1}{2}$},\mbox{$\normalsize\frac{a+b+1}{2}$}\big)}{B\big(\mbox{$\normalsize\frac{a+1}{2}$},\mbox{$\normalsize\frac{b+1}{2}$}\big)} \normalsize \hspace{1pt} \mbox{${}_2\mathrm{F}_1\big(\frac{a}{2},\frac{b}{2} ; \mbox{$\frac{1}{2} ; x^2$}\big)$}$

which can be used to simplify the distribution $r^2$.

japalmer
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  • Have you checked the reference mentioned in the wikipedia page: "For systematic lists of some of the many thousands of published identities involving the hypergeometric function, see the reference works by Erdélyi et al. (1953) and Olde Daalhuis (2010). There is no known system for organizing all of the identities; indeed, there is no known algorithm that can generate all identities; a number of different algorithms are known that generate different series of identities."

    I have however no background in the topic

    – Manfred Weis Aug 13 '23 at 10:34
  • Abramowitz and Stegun and Gradshteyn and Ryzhik have all the Erdelyi identities I think. I'm not sure about Daalhuis. As far as I understand, there are the contiguous identities, and the linear transformation identities, and the quadratic transformation identities. The one here seems to be related to the linear and quadratic transformations. I'm not familiar with how they are derived so I am hoping someone who is will comment. – japalmer Aug 13 '23 at 10:39
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    Appears here: https://functions.wolfram.com/HypergeometricFunctions/Hypergeometric2F1/17/02/10/0020/ – Peter Kravchuk Aug 13 '23 at 11:14
  • @Peter thanks, so it is a quadratic transformation. I guess I'll have to look up how those work. You can answer "No" and I'll accept it. – japalmer Aug 13 '23 at 11:17
  • Actually the answer would be, "Yes, it is known." – japalmer Aug 13 '23 at 11:39

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