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brede_cdf_gaussianratio

PURPOSE ^

brede_cdf_gaussianratio - Gaussian ratio distribution

SYNOPSIS ^

function P = brede_cdf_gaussianratio(z, sigmaX, sigmaY, muX, muY, rho)

DESCRIPTION ^

 brede_cdf_gaussianratio - Gaussian ratio distribution

       P = brede_pdf_gaussianratio(z, sigmaX, sigmaY, muX, muY, rho)
       P = brede_pdf_gaussianratio(z)

       Ratio distribution, z = x/y, where x and y are Gaussian
       distributed. 

       If x and y have zero mean then the Gaussian ratio distribution
       is the Cauchy distribution. If sigmaY << muY then the Gaussian
       ratio distribution approaches the Gaussian distribution.

       Reference:
         David V. Hinkley, On the ratio of two correlated normal
           random variables, Biometrika, 56(3):635+, 1969.
         George Marsaglia, Ratios of normal variables and ratios of
           sums of uniform variables, Journal of the American
           Statistical Association, 1965.

       See also: BREDE, BREDE_CDF, BREDE_PDF_GAUSSIAN_RATIO.

 $Id: brede_cdf_gaussianratio.m,v 1.1 2008/05/29 21:23:12 fn Exp $

CROSS-REFERENCE INFORMATION ^

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