Timeline for Approximation to ratio distribution
Current License: CC BY-SA 4.0
12 events
| when toggle format | what | by | license | comment | |
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| May 19, 2023 at 22:11 | vote | accept | Hazards | ||
| May 16, 2023 at 22:41 | comment | added | Gerry Myerson | Why are all these mathcal letters showing up as open squares on my screen? | |
| May 16, 2023 at 18:54 | comment | added | Hazards | meaning that $\mathcal{X}$ and $\mathcal{Y}$ are non degenerate | |
| May 15, 2023 at 22:17 | comment | added | Mark Schultz-Wu | @Hazards what precisely is your "niceness" assumption? It is pretty well-known that the ratio of two Gaussians is Cauchy, i.e. even when $X, Y$ are individually nice, $X/Y$ need not be nice. | |
| May 15, 2023 at 20:20 | history | edited | Hazards |
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| May 15, 2023 at 19:24 | answer | added | Iosif Pinelis | timeline score: 2 | |
| May 15, 2023 at 18:12 | comment | added | Hazards | @JamesMartin exactly that! I apologize if I did not express myself too clearly from the start | |
| May 15, 2023 at 18:11 | comment | added | James Martin | OK - makes sense. Just to make it completely clear - I think you're saying that if $X$ and $Y$ are independent with distributions $\mathcal{X}$ and $\mathcal{Y}$ respectively, then their product $XY$ has distribution $\mathcal{Z}$. And presumably your samples $X_1, X_2, \dots, X_m$ and $Z_1, Z_2, \dots, Z_n$ from $\mathcal{X}$ and $\mathcal{Z}$ are independent of each other. | |
| May 14, 2023 at 15:31 | comment | added | Hazards | What I am trying to find is a method that could provide me the distribution of $\mathcal Y$ given that I know the distribution of $\mathcal X$ and $\mathcal Z$ knowing that they are related by the fact that the product of $\mathcal{X}$ and $\mathcal Y$ is $\mathcal Z$ in distribution (assuming everything is "nice") | |
| May 14, 2023 at 0:05 | comment | added | James Martin | What does "$\text{law}(\mathcal X)\cdot\text{law}(\mathcal Y) = \text{law}(\mathcal Z)$" mean? | |
| S May 13, 2023 at 17:23 | review | First questions | |||
| May 13, 2023 at 17:43 | |||||
| S May 13, 2023 at 17:23 | history | asked | Hazards | CC BY-SA 4.0 |