On the ratio \(X/Y\) for some elliptically symmetric distributions

DOI10.1016/J.JMVA.2005.03.004zbMath1094.62014OpenAlexW2121562097MaRDI QIDQ2489758

Saralees Nadarajah

Publication date: 28 April 2006

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2005.03.004

zbMATH Keywords

ratios of random variables

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Exact distribution theory in statistics (62E15) Probability distributions: general theory (60E05) Applications of hypergeometric functions (33C90)

Related Items (3)

The exact distribution of the TSLS estimator for a non-Gaussian just-identified linear structural equation ⋮ Reply to ``M. C. Jones, The distribution of the ratio \(X/Y\) for all centred elliptically symmetric distributions ⋮ The distribution of the ratio \(X/Y\) for all centred elliptically symmetric distributions

Cites Work

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• The probability distribution of the ratio of the absolute values of two normal variables
• Bivariate distributions of some ratios of independent noncentral chi-square random variables
• Distribution of a Ratio of Correlated Gamma Random Variables
• Multivariate T-Distributions and Their Applications
• Ratios of Normal Variables and Ratios of Sums of Uniform Variables
• On the ratio of two correlated normal random variables
• On the Distribution of the Ratio of Two Random Variables Having Generalized Life Distributions
• A Note on the Multivariate $t$-Ratio Distribution

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