[EDIT]
I came across a received signal-to-interference-plus-noise-ratio (SINR), $S$, of a wireless communication system as \begin{align*} S = \frac{\phi|h|^2\rho_1}{1+|g|^{2} \rho _{2} }, \tag{1} \end{align*}
where $\phi$ is the power allocation coefficient, $\rho_1$ is the SNR (signal-to-noise-ratio) of channel 1, $\rho_2$ is the SNR of channel 2, $h \sim\mathcal{CN}(0,\sigma^2)$ is channel 1's gain, and $g \sim\mathcal{CN}(0,\sigma^2)$ is channel 2's gain. Furthermore, $H= \mathbb{E}[|h|^2]$ and $G= \mathbb{E}[|g|^2]$.
The authors state that the CDF of the received SINR is
\begin{align*} F_S(x)=&P \left ({|h|^{2} \le \frac { x \left ({1 + |g|^{2} \rho _{2} }\right)}{\phi \rho _{1}} }\right), \end{align*}
where the RHS is found to be \begin{align*} P \left ({|h|^{2} \le \frac { x \left ({1 + |g|^{2} \rho _{2} }\right)}{\phi \rho _{1}} }\right) = 1 - \frac {1}{1 + a x} e^{-\frac {x}{\phi H \rho _{1}}},\tag{2} \end{align*}
where $a=\frac{G \rho_2}{\phi H\rho_1}$.
I understand that $z=h_r^2+h_i^2=\frac{2}{\sigma^2} |h|^2$ is a chi squared distributed random variable with $k=2$ degrees of freedom. Then, the CDF for $k=2$ is
\begin{equation} F(z;k=2)=1-e^{-z/2}, \tag{3} \end{equation}
which allows us to obtain the structure of (2).
However, I am unable to figure out how the $\frac {1}{1 + a x}$ in $\frac {1}{1 + a x} e^{-\frac {x}{\phi H \rho _{1}}}$ was derived.
Does the fact that $g$ is a complex random variable also affect the outcome?
Could someone help me understand how the expression in (2) was derived?
Thanks in advance.