On Distributions Whose Component Ratios are Cauchy
作者:
BarryC. Arnold,
PatrickL. Brockett,
期刊:
The American Statistician
(Taylor Available online 1992)
卷期:
Volume 46,
issue 1
页码: 25-26
ISSN:0003-1305
年代: 1992
DOI:10.1080/00031305.1992.10475841
出版商: Taylor & Francis Group
数据来源: Taylor
摘要:
This article considers a class of multivariate (dependent) variables that includes those that are obtained as scale mixtures of elliptically symmetric distributions. We provide a simple, intuitive proof that the ratio of two such variables has a general Cauchy distribution. This result extends the results of DeSilva concerning properties of a certain class of dependent multivariate symmetric stable distributions.
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