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The ratio X/Y of independent normally distributed variates with zero mean is distributed with a Cauchy distribution. This can be seen as follows. Let X and Y both have mean 0 ...

Given two distributions Y and X with joint probability density function f(x,y), let U=Y/X be the ratio distribution. Then the distribution function of u is D(u) = P(U<=u) (1) ...

The ratio of two numbers r and s is written r/s, where r is the numerator and s is the denominator. The ratio of r to s is equivalent to the quotient r/s. Betting odds ...

A normal distribution in a variate X with mean mu and variance sigma^2 is a statistic distribution with probability density function ...

The ratio X_1/X_2 of uniform variates X_1 and X_2 on the interval [0,1] can be found directly as P_(X_1/X_2)(u) = int_0^1int_0^1delta((x_1)/(x_2)-u)dx_1dx_2 (1) = ...

Amazingly, the distribution of a difference of two normally distributed variates X and Y with means and variances (mu_x,sigma_x^2) and (mu_y,sigma_y^2), respectively, is ...

Amazingly, the distribution of a sum of two normally distributed independent variates X and Y with means and variances (mu_x,sigma_x^2) and (mu_y,sigma_y^2), respectively is ...

A p-variate multivariate normal distribution (also called a multinormal distribution) is a generalization of the bivariate normal distribution. The p-multivariate ...

The ratio of two independent estimates of the variance of a normal distribution.

A continuous distribution in which the logarithm of a variable has a normal distribution. It is a general case of Gibrat's distribution, to which the log normal distribution ...