منابع مشابه
Evaluating the density of ratios of noncentral quadratic forms in normal variables
Two computable expressions for the exact density of a ratio of quadratic forms in Gaussian random vectors are derived, one of which is restricted to special cases of the problem. Ratios of this type are ubiquitous in econometrics, but their density, unlike the corresponding cumulative distribution function, has not received much attention to date. The new algorithms complement those available f...
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In this article, first of all, the Kumaraswamy distribution is introduced. Then, the joint and marginal distributions of W = X1/X2 and T = X1/X1+X2 where X1 and X2 are independent Kumaraswamy random variables, are obtained and the moments of these random variables are computed. The distribution of random variables W and T can be used in reliability studies and statistical models...
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Inferences concerning ratios of means of normally distributed random variables or ratios of regression coefficients arise in a variety of problems in biomedical research. For example, in tests for non-inferiority of one or more experimental treatments against a positive control, it is often easier to define and also to interpret the non-inferiority margin as percentage changes (or fraction reta...
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The method of error propagation provides a convenient tool for calculating mean and variance of a measurand from means and variances of primarily measured quantities. However, being based on a ~usually first-order! Taylor approximation of the measurement function, it only yields approximate results with unknown accuracy. We develop a method for estimating the accuracy of ~Nth-order! error propa...
متن کاملDistributions of Ratios: From Random Variables to Random Matrices
The ratio R of two random quantities is frequently encountered in probability and statistics. But while for unidimensional statistical variables the distribution of R can be computed relatively easily, for symmetric positive definite random matrices, this ratio can take various forms and its distribution, and even its definition, can offer many challenges. However, for the distribution of its d...
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ژورنال
عنوان ژورنال: Journal of Statistical Software
سال: 2006
ISSN: 1548-7660
DOI: 10.18637/jss.v016.i04