Random variables X and Y are independant and distributed normally so that $ X \sim N(0,2) $ and $ Y \sim N(0,2)$. If a new random variable Z is defined as $ Z = {X \over Y}$, find $ f_z(z) $ and $ F_Z (z)$.
Find the probability density function of random variable Z when it is given as a function of X and Y
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probability
probability-distributions
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056 minutes. $ $ – 2012-12-15
1 Answers
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The answer is at this link
http://en.wikipedia.org/wiki/Ratio_distribution#Gaussian_ratio_distribution
The derivation is found here