A note on the ratio of normal and Laplace random variables

作     者：Nadarajah, Saralees Kotz, Samuel 

作者机构：Department of Statistics University of Nebraska Lincoln NE 68583 United States Department of Engineering Management and Systems Engineering George Washington University Washington DC 20052 United States 

出 版 物：《Statistical Methods and Applications》 (Stat. Methods and Appl.)

年 卷 期：2006年第15卷第2期

页      面：151-158页

学科分类：02[经济学] 0202[经济学-应用经济学] 020208[经济学-统计学] 07[理学] 0714[理学-统计学（可授理学、经济学学位）] 070103[理学-概率论与数理统计] 0701[理学-数学] 

主　　题：Discriminant analysis Error function p (X < Y) relationship 

摘      要：The normal and Laplace are the two earliest known continuous distributions in statistics and the two most popular models for analyzing symmetric data. In this note, the exact distribution of the ratio | X / Y | is derived when X and Y are respectively normal and Laplace random variables distributed independently of each other. A MAPLE program is provided for computing the associated percentage points. An application of the derived distribution is provided to a discriminant problem.