A note on the ratio of normal and Laplace random variables

Saralees Nadarajah and Samuel Kotz ()
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Saralees Nadarajah: University of Nebraska
Samuel Kotz: The George Washington University

Statistical Methods & Applications, 2006, vol. 15, issue 2, No 2, 158 pages

Abstract: Abstract The normal and Laplace are the two earliest known continuous distributions in statistics and the two most popular models for analyzing symmetric data. In this note, the exact distribution of the ratio | X / Y | is derived when X and Y are respectively normal and Laplace random variables distributed independently of each other. A MAPLE program is provided for computing the associated percentage points. An application of the derived distribution is provided to a discriminant problem.

Keywords: Error function; Discriminant analysis; p (X (search for similar items in EconPapers)
Date: 2006
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DOI: 10.1007/s10260-006-0007-7

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