Timeline for What Ratio of Independent Distributions gives a Normal Distribution?
Current License: CC BY-SA 4.0
4 events
| when toggle format | what | by | license | comment | |
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| Jul 27, 2019 at 23:30 | comment | added | Sextus Empiricus | We had recently a question asking for a product of two variables that is normal distributed (I can not find it back). That question had a comment or answer relating to the Box-Muller transform which computes a normal distribution (or more precisely a bivariate normal distribution) from the product of two transformed uniform distributed variables. This answer relates a lot to that but takes the inverse of one of those variables in the Box-Muller transform. cc: @kjetilbhalvorsen | |
| Jun 9, 2018 at 15:22 | comment | added | guy | @NeilG it is true; the product of my beta and exponential is a gamma with shape 1/2 (because of how you can build the beta and an independent gamma using gammas). Then the square root of that is half-normal using the fact that the square of a normal is chi-square. | |
| Jun 9, 2018 at 4:02 | comment | added | Neil G | If this is true, this is awesome. | |
| Jun 9, 2018 at 2:12 | history | answered | guy | CC BY-SA 4.0 |