Given two distributions and
with joint probability density function
, let
be the ratio distribution. Then the distribution function
of
is
|
(1)
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(2)
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(3)
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The probability function is then
|
(4)
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(5)
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(6)
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For variates with standard normal distributions, the ratio distribution is a Cauchy distribution.
For a uniform ratio distribution
|
(7)
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(8)
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