On the Ratio of Normal and Γ Random Variables
Li Han · Journal of Jilin University(Science Edition) · 2009
For the fitting problem of asymmetric data,we constructed the ratio |X/Y| where X and Y are mutually independent and are from the normal and Γ random variables respectively.We derived the PDF and CDF of |X/Y| by the properties of complementary error function and discussed the distribution character.Our results show that the distribution can better fit the peak,thin and right-skewed data.