What would be the distribution of the following ratio $z = \frac{x_{1}}{|x_{1}|^2 + |x_{2}|^2 + ... + |x_{M}|^2}$ where $x_{i} \sim \mathcal{CN}(0,a), \forall i$ and $a > 1$. As can be seen, the denominator follows a Chi-square distribution with $2M$ degrees of freedom as $x_{i}$ are i.i.d. R.V.s. **Remark 1**: I've run some simulations in Matlab and it seems that the resulting distribution is Gaussian, or at least, it has a bell-shaped histogram.