A Note on the Ratio of Two Normally Distributed Variables

This note is a continuation of a previous paper on normal approximations of standard forms. The standard form treated here is the ratio of two normally distributed variables. It is found that a suitable transformation of this ratio is approximately normally distributed provided that the coefficient of variation of the denominator is less than 0.39.

• 저널Management Science · 21(11) · 1338–1341
• 토픽Matrix Theory and Algorithms · Computational Theory and Mathematics
• DOI10.1287/mnsc.21.11.1338
• 저자Jack C. Hayya, Donald B. Armstrong, Nicolas Gressis