ON DISTRIBUTIONS WHOSE COMPONENT RATIOS ARE CAUCHY

被引：28

作者：

ARNOLD, BC

BROCKETT, PL

机构：

[1] UNIV TEXAS,INST 1C2,AUSTIN,TX 78712

[2] UNIV TEXAS,DEPT FINANCE MATH MANAGEMENT SCI & INFORMAT SYST,AUSTIN,TX 78712

[3] UNIV TEXAS,APPL RES LABS,AUSTIN,TX 78712

来源：

AMERICAN STATISTICIAN | 1992年 / 46卷 / 01期

关键词：

D O I：

10.2307/2684405

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

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.

引用

页码：25 / 26

页数：2

共 8 条

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