A note on the ratio of normal and Laplace random variables. (English) Zbl 1157.62326
Summary: The normal and Laplace are the two earliest known continuous distributions in statistics and the two most popular models for analyzing symmetric data. In this note, the exact distribution of the ratio \(|X/Y|\) is derived when \(X\) and \(Y\) are, respectively, normal and Laplace random variables distributed independently of each other. A MAPLE program is provided for computing the associated percentage points. An application of the derived distribution is provided to a discriminant problem.
MSC:
| 62E15 | Exact distribution theory in statistics |
| 62-04 | Software, source code, etc. for problems pertaining to statistics |
Software:
MapleReferences:
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