Inversion Formulae for the Distribution of Ratios
Gurland, John
Ann. Math. Statist., Tome 19 (1948) no. 4, p. 228-237 / Harvested from Project Euclid
The use of the repeated Cauchy principal value affords greater facility in the application of inversion formulae involving characteristic functions. Formula (2) below is especially useful in obtaining the inversion formula (1) for the distribution of the ratio of linear combinations of random variables which may be correlated. Formulae (1), (10), (12) generalize the special cases considered by Cramer [2], Curtiss [4], Geary [6], and are free of some restrictions they impose. The results are further generalized in section 6, where inversion formulae are given for the joint distribution of several ratios. In section 7, the joint distribution of several ratios of quadratic forms in random variables $X_1, X_2,\cdots,X_n$ having a multivariate normal distribution is considered.
Publié le : 1948-06-14
Classification: 
@article{1177730247,
     author = {Gurland, John},
     title = {Inversion Formulae for the Distribution of Ratios},
     journal = {Ann. Math. Statist.},
     volume = {19},
     number = {4},
     year = {1948},
     pages = { 228-237},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1177730247}
}
Gurland, John. Inversion Formulae for the Distribution of Ratios. Ann. Math. Statist., Tome 19 (1948) no. 4, pp.  228-237. http://gdmltest.u-ga.fr/item/1177730247/