Scale Mixtures of Normal Distributions
- 1 September 1974
- journal article
- research article
- Published by Oxford University Press (OUP) in Journal of the Royal Statistical Society Series B: Statistical Methodology
- Vol. 36 (1) , 99-102
- https://doi.org/10.1111/j.2517-6161.1974.tb00989.x
Abstract
This paper presents necessary and sufficient conditions under which a random variable X may be generated as the ratio Z/V where Z and V are independent and Z has a standard normal distribution. This representation is useful in Monte Carlo calculations. It is established that when 1/2V2 is exponential, X is double exponential; and that when 1/2V has the asymptotic distribution of the Kolmogorov distance statistic, X is logistic.Keywords
This publication has 3 references indexed in Scilit:
- Variance Reduction Techniques for Monte Carlo Sampling from Student DistributionsTechnometrics, 1970
- Goodness-of-fit tests on a circleBiometrika, 1961
- Scale Mixing of Symmetric Distributions with Zero MeansThe Annals of Mathematical Statistics, 1959