Ratios of Normal Variables

Ratios of Normal Variables

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This article extends and amplifies on results from a paper of over forty years ago. It provides software for evaluating the density and distribution functions of the ratio z/w for any two jointly normal variates z,w, and provides details on methods for transforming a general ratio z/w into a standar...

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Bibliographic Details
Main Author:	George Marsaglia
Format:	Article
Language:	English
Published:	Foundation for Open Access Statistics 2006-05-01
Series:	Journal of Statistical Software
Subjects:	normal random variables ratios cauchy distribution
Online Access:	http://www.jstatsoft.org/v16/i04/paper

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