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

M.C. Jones

Journal of Multivariate Analysis, 2008, vol. 99, issue 3, 572-573

Abstract: 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].

Keywords: Cauchy; distribution; Elliptically; symmetric; distributions; Ratios; of; random; variables (search for similar items in EconPapers)
Date: 2008
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Citations: View citations in EconPapers (4)

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