Re: Distribution of ratio of two normal distributions?
- From: David Winsemius <doe_snot@xxxxxxxxxxx>
- Date: Fri, 01 Sep 2006 21:55:57 -0500
David Winsemius <doe_snot@xxxxxxxxxxx> wrote in news:Xns983173DBFEB13dwtttttt@xxxxxxxxxxxxxx:
Jannick Asmus <jannick.news@xxxxxx> wrote in
news:44F826C4.6010100@xxxxxx:
On 01.09.2006 13:58, Jan Sprengers wrote:
Suppose X and Y are variables with a normal distribution N(mx, s) and
N(my, s) where mx and my are not zero and the variance is equal. What
is the distribution of X/Y ?
I guess that it is close Student's t-distribution (with degree of
freedom equal to 1).
Are you telling us we should be Cauchy-ous?
http://www.pitt.edu/~wpilib/statfaq/97ratio.html
http://groups.google.com.sg/group/sci.math/tree/browse_frm/month/1994-08?hl=en&_done=%2Fgroup%2Fsci.math%2Fbrowse_frm%2Fmonth%2F1994-08%3Fhl%3Den%26&hl=en
Scroll to bottom of :
http://groups.google.com/group/sci.stat.math/tree/browse_frm/month/1995-02/36b00b233de7ba9e?rnum=111&_done=%2Fgroup%2Fsci.stat.math%2Fbrowse_frm%2Fmonth%2F1995-02%3F
Kevin Browns's page on the subject:
http://www.mathpages.com/home/kmath042/kmath042.htm
--
David Winsemius
.
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- From: Jan Sprengers
- Re: Distribution of ratio of two normal distributions?
- From: Jannick Asmus
- Re: Distribution of ratio of two normal distributions?
- From: David Winsemius
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