[R] pure statistical question
JRG
loesljrg at accucom.net
Fri Dec 21 16:56:34 CET 2001
On 21 Dec 01, at 13:55, MUGGEO VITO wrote:
> Dear all,
> This is a pure statistical question, not necessarly related to R.
> I could not find it in literature.
<<<SNIP>>>
> However because the ratio of two independent normal distribution is a Chaucy
> distribution I was thinking about an "exact methods". But the Chaucy
> distribution has not mean!!!
Well, the ratio of two independent -standard- normals --- i.e.,
N(0,1) variables --- is distributed as Cauchy. But the heavy tails of
the Cauchy arise from dividing by numbers close to 0. So, if the
denominator of your ratio is distributed as, say, N(100, 1), then the
ratio isn't going to look much like a Cauchy.
---JRG
John R. Gleason
Syracuse University
430 Huntington Hall Voice: 315-443-3107
Syracuse, NY 13244-2340 USA FAX: 315-443-4085
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