On the ratio of two correlated normal random variables

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Abstract

The distribution of the ratio of two correlated normal random variables is discussed. The exact distribution and an approximation are compared. The comparison is illustrated numerically for the case of the normal least squares estimate of α|β in the linear model E(yi)=α+βυi(i=1,…,n) with uncorrelated normal error terms.

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Published in: Biometrika

Volume 56, Issue 3, pp. 635-639

DOI: 10.1093/biomet/56.3.635

Field-Weighted Citation Impact: 1.14

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On the ratio of two correlated normal random variables

Authors

Abstract

Topics & Keywords

Publication Details