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‘On the ratio of two correlated normal random variables’

D. V. HINKLEY

Biometrika · 1970 · Volume 57 · Issue 3

DOI: 10.1093/biomet/57.3.683

Abstract

Dr G. Marsaglia has kindly pointed out that my remarks (pp. 635–6) concerning his standardized ratio Z are obviously incorrect, since the general ratio W can be expressed as σ 1 σ 2 ( 1 - ρ 2 { θ 1 σ 2 + Y 1 θ 2 σ 2 + Y 2 + ρ ( 1 - ρ 2 ) } .

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