Re: how to caculate the variance of x/y

[Jan de Leeuw]

Title: Re: how to caculate the variance of x/y

@article{hink:1969,
    Journal = {Biomtrka},
    Volume = 56,
    Pages = {635--639},
    Author = {Hinkley, D. V.},
    Title = {On the Ratio of Two Correlated Normal Random Variables (Corr:
            {V}57 P683)},
    Year = 1969
}

@article{shan:1982,
    Journal = {Ststcian},
    Volume = 31,
    Pages = {251--258},
    Author = {Shanmugalingam, S.},
    Title = {On the Analysis of the Ratio of Two Correlated Normal
            Variables},
    Year = 1982
}

@article{cabu:spri:1990,
    Journal = {CommStA},
    Volume = 19,
    Pages = {1157--1168},
    Keywords = {Mellin transform; Ratio},
    Author = {Cabuk, Serafettin and Springer, Melvin D.},
    Title = {Distribution of the Quotient of Noncentral Normal Random
            Variables},
    Year = 1990
}

@article{schn:flei:1993,
    Journal = {JStCmpSm},
    Volume = 47,
    Pages = {227--239},
    Keywords = {Bivariate normal distribution; Uniform distribution},
    Author = {Schneeberger, H. and Fleischer, K.},
    Title = {The Distribution of the Ratio of Two Variables},
    Year = 1993
}

At 13:17 -0500 06/15/2000, dz wrote:

Hi, anybody knows how to caculate the variance of x/y? where x and y are two
independent variables with normal dis n(a1,b1) and
n(a2,b2) respectively.

Thank you.






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Jan de Leeuw; Professor and Chair, UCLA Department of Statistics;
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