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This document presents the density of the ratio of two normal random variables (X/Y) where X and Y are normal. It provides the exact closed form expression of this density in terms of Hermite and confluent hypergeometric functions. It considers all cases where the variables are standardized or non-standardized, independent or correlated. Examples of applications are given and it discusses generalizing the ratio to variables from scale mixtures of bivariate normal distributions.

Author

dheeraj kumar

Language

EN