dreux@dr.gdf.fr wrote:

> >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. > >Thanks. > > >Nicolas DREUX >Direction de la Recherche >Gaz De France >email: dreux@dr.gdf.fr > I couldn't answer off the top of my head, but Papoulis ( Probability, Random Variables, and Stochastic Processes ) should have the answer you want.

george c