On the Exact Distribution for the Product and Ratio of Normal and t Random Variables
Article
Nadarajah, S, Kibria, BMG. (2006). On the Exact Distribution for the Product and Ratio of Normal and t Random Variables
. 58(1-2), 77-92. 10.1177/0008068320060105
Nadarajah, S, Kibria, BMG. (2006). On the Exact Distribution for the Product and Ratio of Normal and t Random Variables
. 58(1-2), 77-92. 10.1177/0008068320060105
This paper considers the exact distributions of the product | XY | and the ratio | X/Y | when X and Y are normal and Student's t random variables distributed independently of each other. Apart from its intrinsic interest possible applications of these results include Bayesian wavelet shrinkage, project density derivations, calculations in the theoretical analysis of project indices and computation of certain moments. Several R programs are given for computing the associated pdfs, cdfs, percentile points and the random numbers. The use of the R programs is illustrated by tabulating the associated percentage points.
