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On the ratio of two correlated normal random variables. (English) Zbl 0183.48101

Summary: The distribution of the ratio of two correlated normal random variables is discussed. The exact distribution and an approximation are compared. The comparison is illustrated numerically for the case of the normal least squares estimate of \(\alpha|\beta\) in the linear model \(E(y_i)=\alpha+\beta u_i\) \((i=1,\dots,n)\) with uncorrelated normal error terms.

MSC:

62-XX Statistics

Keywords:

statistics
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