On the ratio of two correlated normal random variables

D. V. Hinkley

Biometrika · 1969 · 624 citations · 5 references

Concepts

Abstract

The distribution of the ratio of two correlated normal random variables is discussed. The exact distribution and an approximation are compared. The comparison is illustrated numerically for the case of the normal least squares estimate of α|β in the linear model E(yi)=α+βυi(i=1,…,n) with uncorrelated normal error terms.

References

5