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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Year of publication:	2008
Authors:	Jones, M.C.
Published in:	Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 99.2008, 3, p. 572-573
Publisher:	Elsevier
Keywords:	Cauchy distribution Elliptically symmetric distributions Ratios of random variables

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005093864