Distribution of the quotient of noncentral normal random variables

作者: Serafettin Cabuk , Melvin D. Springer

DOI: 10.1080/03610929008830253

关键词:

摘要: The Mellin convolution is used to derive in analytical form an exact 3-parameterprobabilitydensity function of the quotient two noncentral normal random variables. In contrast with 5-parameter probability density previously derivedby Fieller (1932) and Hinkley (1969), this 3-parameter feasible for computer evaluation mean cumulative distribution function, which are needed, example, when dealing estimation problems regression analysis sampling theory. When variables independent, reduces a 2-parameter program operational. An illustrative example given one set parameters themean functional presented, together brief tabulation function.

参考文章(10)
Peter R. Nelson, The algebra of random variables ,(1979)
J. H. Curtiss, On the Distribution of the Quotient of Two Chance Variables Annals of Mathematical Statistics. ,vol. 12, pp. 409- 421 ,(1941) , 10.1214/AOMS/1177731679
E. C. FIELLER, THE DISTRIBUTION OF THE INDEX IN A NORMAL BIVARIATE POPULATION Biometrika. ,vol. 24, pp. 428- 440 ,(1932) , 10.1093/BIOMET/24.3-4.428
George Marsaglia, Ratios of Normal Variables and Ratios of Sums of Uniform Variables Journal of the American Statistical Association. ,vol. 60, pp. 193- 204 ,(1965) , 10.1080/01621459.1965.10480783
Henrick J. Malik, Roger Trudel, Probability density function of quotient of order statistics from the pareto, power and weibull distributions Communications in Statistics-theory and Methods. ,vol. 11, pp. 801- 814 ,(1982) , 10.1080/03610928208828272
D. V. HINKLEY, On the ratio of two correlated normal random variables Biometrika. ,vol. 56, pp. 635- 639 ,(1969) , 10.1093/BIOMET/56.3.635
Shanti S. Gupta, On Some Multiple Decision (Selection and Ranking) Rules Technometrics. ,vol. 7, pp. 225- 245 ,(1965) , 10.1080/00401706.1965.10490251
W. Q. Meeker, L. W. Cornwell, L. Aroian, The Product of Two Normally Distributed Random Variables Biometrics. ,vol. 38, pp. 879- ,(1982) , 10.2307/2530095
R. C. Geary, The Frequency Distribution of the Quotient of Two Normal Variates Journal of the Royal Statistical Society. ,vol. 93, pp. 442- ,(1930) , 10.2307/2342070