Abstract
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.
Similar content being viewed by others
References
Basu AP, Lochner RH (1971) On the distribution of the ratio of two random variables having generalized life distributions. Technometrics 13:281–287
Gradshteyn IS, Ryzhik IM (2000) Table of integrals, series, and products, 6th edn. Academic, San Diego
Hawkins DL, Han C-P (1986) Bivariate distributions of some ratios of independent noncentral chi-square random variables. Commun Stat Theory Methods 15:261–277
Korhonen PJ, Narula SC (1989) The probability distribution of the ratio of the absolute values of two normal variables. J Stat Comput Simul 33:173–182
Kundu D (2005) Discriminating between normal and Laplace distributions. In: Advances in ranking and selection, multiple comparisons and reliability. Birkhäuser, Boston, pp 65–79
Marsaglia G (1965) Ratios of normal variables and ratios of sums of uniform variables. J Am Stat Assoc 60:193–204
Pham-Gia T (2000) Distributions of the ratios of independent beta variables and applications. Commun Stat Theory Methods 29:2693–2715
Press SJ (1969) The t ratio distribution. J Am Stat Assoc 64:242–252
Provost SB (1989) On the distribution of the ratio of powers of sums of gamma random variables. Pak J Stat 5:157–174
Prudnikov AP, Brychkov YA, Marichev OI (1986) Integrals and series, vol 1–3. Gordon and Breach, New York
Shcolnick SM (1985) On the ratio of independent stable random variables. Stability problems for stochastic models (Uzhgorod, 1984). Lecture notes in mathematics, vol 1155. Springer, Berlin Heidelberg New York, pp 349–354
Author information
Authors and Affiliations
Corresponding author
Rights and permissions
About this article
Cite this article
Nadarajah, S., Kotz, S. A note on the ratio of normal and Laplace random variables. Stat. Meth. & Appl. 15, 151–158 (2006). https://doi.org/10.1007/s10260-006-0007-7
Received:
Revised:
Accepted:
Published:
Issue Date:
DOI: https://doi.org/10.1007/s10260-006-0007-7