(Ted Harding) wrote: > On 06-Jul-05 Göran Broström wrote: > >>On Wed, Jul 06, 2005 at 10:06:45AM -0700, Thomas Lumley wrote: >>(...) >> >>> If X, Y, and Z are independent and Z takes on more than one >>>value then X/Z and Y/Z can't be independent. >> >>Not really true. I can produce a counterexample on request >>(admittedly quite trivial though). >> >>Göran Broström > > > But true if both X and Y have positive probability of being > non-zero, n'est-pas? > > Tut, tut, Göran!
If X and Y are independent with symmetric distributions about zero, and Z is is supported on +/- A for some non-zero constant A, then X/Z and Y/Z are still independent. There are probably other special cases too. Duncan Murdoch ______________________________________________ [email protected] mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
