[R] Calculation of ratio distribution properties

[Ravi Varadhan]

Mike,

Attached is an R function to do this, along with an example that will
reproduce the MathCad plot shown in your attached paper. I haven't checked
it thoroughly, but it seems to reproduce the MathCad example well.

Ravi.

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Ravi Varadhan, Ph.D.

Assistant Professor, The Center on Aging and Health

Division of Geriatric Medicine and Gerontology 

Johns Hopkins University

Ph: (410) 502-2619

Fax: (410) 614-9625

Email: rvaradhan at jhmi.edu

Webpage:  http://www.jhsph.edu/agingandhealth/People/Faculty/Varadhan.html

 

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-----Original Message-----
From: r-help-bounces at stat.math.ethz.ch
[mailto:r-help-bounces at stat.math.ethz.ch] On Behalf Of Mike Lawrence
Sent: Friday, May 25, 2007 1:55 PM
To: Lucke, Joseph F
Cc: Rhelp
Subject: Re: [R] Calculation of ratio distribution properties

According to the paper I cited, there is controversy over the  
sufficiency of Hinkley's solution, hence their proposed more complete  
solution.

On 25-May-07, at 2:45 PM, Lucke, Joseph F wrote:

> The exact ratio is given in
>
> On the Ratio of Two Correlated Normal Random Variables, D. V.  
> Hinkley, Biometrika, Vol. 56, No. 3. (Dec., 1969), pp. 635-639.
>

--
Mike Lawrence
Graduate Student, Department of Psychology, Dalhousie University

Website: http://myweb.dal.ca/mc973993
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	- Piet Hein

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