A Family of Distributions with the same Ratio Property as Normal Distribution
Canadian mathematical bulletin, Tome 8 (1965) no. 5, pp. 631-636
Voir la notice de l'article provenant de la source Cambridge
If U and V are independent random variables, both drawn from the Normal distribution, then it is known that the distribution of U/V follows the Cauchy law, i. e. has frequency function 1/π(1+x2). Conversely if U and V are independently drawn from the same distribution and U/V is known to follow the Cauchy law of distribution must U and V be necessarily drawn from a Normal distribution? This question has been considered by several authors ([3], [4], [5], [7]) who have obtained several examples to show that the ratio property above is not confined to the Normal distribution.
Fox, Charles. A Family of Distributions with the same Ratio Property as Normal Distribution. Canadian mathematical bulletin, Tome 8 (1965) no. 5, pp. 631-636. doi: 10.4153/CMB-1965-046-3
@article{10_4153_CMB_1965_046_3,
author = {Fox, Charles},
title = {A {Family} of {Distributions} with the same {Ratio} {Property} as {Normal} {Distribution}},
journal = {Canadian mathematical bulletin},
pages = {631--636},
year = {1965},
volume = {8},
number = {5},
doi = {10.4153/CMB-1965-046-3},
url = {http://geodesic.mathdoc.fr/articles/10.4153/CMB-1965-046-3/}
}
TY - JOUR AU - Fox, Charles TI - A Family of Distributions with the same Ratio Property as Normal Distribution JO - Canadian mathematical bulletin PY - 1965 SP - 631 EP - 636 VL - 8 IS - 5 UR - http://geodesic.mathdoc.fr/articles/10.4153/CMB-1965-046-3/ DO - 10.4153/CMB-1965-046-3 ID - 10_4153_CMB_1965_046_3 ER -
Cité par Sources :