Author
H Sutcliffe
Recent research
- AI & ComputingOpen access
The distribution of the ratio of products of independent zero mean normal random variables
Abstract Let $$X_1,\ldots ,X_M$$ X 1 , … , X M and $$Y_1,\ldots ,Y_N$$ Y 1 , … , Y N be independent zero mean normal random variables with variances $$\sigma _{X_i}^2$$ σ X i 2 , $$i=1,\ldots ,M$$ i = 1 , … , M , and $$\sigma _{Y_j}^2$$ σ Y j 2 , $$j=1,\ldots ,N$$ j = 1 , … , N ,...