The distribution of the ratio X/Y for all centred elliptically symmetric distributions

JOURNAL OF MULTIVARIATE ANALYSIS

卷:99

Article

Jones, M. C.

关键词: Cauchy distribution;    elliptically symmetric distributions;    ratios of random variables;   

DOI  :  10.1016/j.jmva.2006.05.001

来源: Elsevier

【 摘 要 】

This note describes the relationship between ratios of random variables from centred elliptically symmetric distributions and the Cauchy distribution, with particular reference to a recent article in this journal by Nadarajah [On the ratio X/Y from some elliptically symmetric distributions, J. Multivariate Anal. 97 (2006) 342-358]. (C) 2006 Elsevier Inc. All rights reserved.

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