Thet-Ratio Distribution
- 1 March 1969
- journal article
- research article
- Published by Taylor & Francis in Journal of the American Statistical Association
- Vol. 64 (325) , 242-252
- https://doi.org/10.1080/01621459.1969.10500967
Abstract
The distribution of the ratio of correlated Student t-variates is of interest in problems in econometrics, and ranking and selection. The density of this ratio is derived and computer graphs of the density are given in terms of standardized variates. Fractiles are given for selected parameter values. It is shown that the distribution contains no moments.Keywords
This publication has 2 references indexed in Scilit:
- Ratios of Normal Variables and Ratios of Sums of Uniform VariablesJournal of the American Statistical Association, 1965
- A BIVARIATE GENERALIZATION OF STUDENT'S t-DISTRIBUTION, WITH TABLES FOR CERTAIN SPECIAL CASESBiometrika, 1954