On the ratio of two correlated normal random variables

doi:10.1093/biomet/56.3.635

Biometrika 1969 56(3):635-639; doi:10.1093/biomet/56.3.635
© 1969 by Biometrika Trust

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On the ratio of two correlated normal random variables

D. V. HINKLEY

Imperial College

The distribution of the ratio of two correlated normal randomvariables is discussed. The exact distribution and an approximationare compared. The comparison is illustrated numerically forthe case of the normal least squares estimate of ${alpha}$ |ßin the linear model with uncorrelated normal error terms.

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