Ratios of Normal Variables

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
Online Access:http://www.jstatsoft.org/index.php/jss/article/view/1491