|Date: ||Wed, 29 Jan 1997 15:07:56 GMT|
|Sender: ||"SAS(r) Discussion" <SAS-L@UGA.CC.UGA.EDU>|
|Subject: ||Re: Distribution of ratio of Gaussians|
>If X_i's are independant with Gaussian distributions N(mu_i,sigma_i),
>what is the distribution of Z_i = X_i/Sum(X_i).
>Solutions or references on this would be much appreciated.
>Direction de la Recherche
>Gaz De France
I couldn't answer off the top of my head, but Papoulis ( Probability,
Random Variables, and Stochastic Processes ) should have the answer