[R] pure statistical question

[JRG]

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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