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Article #283Re: Question on ratio estimate
From: Michael P. Perrone
Date: Fri, 04 Sep 1992 20:37
Date: Fri, 04 Sep 1992 20:37
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T. Scott Thompson writes: >To apply this to your problem let K = 2, J = 1 and set >Z_i = (X_i,Y_i). Set > > g(z) = z(1) / z(2) so that G = [ 1 / m(y), -m(x)/m(y)^2 ]. but i thought that z(1) and z(2) may be correlated thus the i.i.d. assumption may be bad in general. if the z(1) and z(2) are i.i.d. then g(z) approaches a lorentzian distribution as n --> infinity since the z(1) and z(2) both approach gaussian distributions. - Michael
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Newsgroups: sci.math.stat Path: arc1-ca.pugleaf.net!sparky!uunet!brunix!cs.brown.edu!mpp From: mpp@cs.brown.edu (Michael P. Perrone) Subject: Re: Question on ratio estimate Message-ID: <1992Sep4.203740.25570@cs.brown.edu> Sender: news@cs.brown.edu Organization: Center for Neural Science, Brown University References: <huff-020992210907@pgl6.chem.nyu.edu> <87798@netnews.upenn.edu> <thompson.715495148@kiyotaki.econ.umn.edu> Date: Fri, 4 Sep 1992 20:37:40 GMT Lines: 15