The distribution of the ratio X/Y for all centred elliptically symmetric distributions
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].
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Volume (Year): 99 (2008)
Issue (Month): 3 (March)
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