Multivariate distributions involving ratios of normal variables |
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Authors: | Adonis Yatchew |
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Institution: | Department of Economics , University of Toronto , Toronto, Canada, M5S 1A1 |
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Abstract: | The papsr considers distributions of collections of ratios of normal variables, The derivation of the joint density is linked to SKI sting literature on absolute, incomplete or truncated moments of multinormals. The distribution function may be expressed as a sum of rectangular multi normal probabilities. When the coefficients of variation of the denominators are close to zero, then a simple transformation of the ratios is approximately inultinormal. An application to Bayesian analysis is included. |
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Keywords: | Multivariate Fieller distribution ratios of normals |
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