正态随机变量与Γ随机变量之比的分布

J4 ›› 2009, Vol. 47 ›› Issue (4): 649-655.

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On the Ratio of Normal and Γ Random Variables

Mamudu Daffay^1,2, LI Han¹

1. Institute of Mathematics, Jilin University, Changchun 130012, China;2.Dalcon International Company Ltd, Freetown, Sierra Leone

Received:2008-10-13 Online:2009-07-26 Published:2009-08-24
Contact: LI Han E-mail:yongyuanghappy@163.com

Abstract

Abstract:

For the fitting problem of asymmetric data, we constructed the ratio |X/Y| where X and Y are mutually independent and are from the normal and Γ random variables respectively. We derived the PDF and CDF of |X/Y| by the properties of complementary error function and discussed the distribution character. Our results show that the distribution
can better fit the peak, thin and rightskewed data.

Key words: random variable, normal distribution, Γ distribution, distribution function

CLC Number:

O211.3

Mamudu Daffay, LI Han. On the Ratio of Normal and Γ Random Variables[J].J4, 2009, 47(4): 649-655.

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On the Ratio of Normal and Γ Random Variables

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