On the ratio X/Y for some elliptically symmetric distributions

DOI10.1016/J.JMVA.2005.03.004MaRDI QIDQ2489758zbMATH OpenOpenAlexFDO

Authors 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

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

Cites work

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

Cited in

(4)

• 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
• scientific article; zbMATH DE number 5119107 (Why is no real title available?)

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