Korhonen, Pekka J.; Narula, Subhash C. The probability distribution of the ratio of the absolute values of two normal variables. (English) Zbl 0726.62024 J. Stat. Comput. Simulation 33, No. 3, 173-182 (1989). Summary: Our objective is to propose an efficient method to compute the distribution of the ratio of the absolute values of two correlated normal random variables. The problem can be solved as a two-dimensional integral where one integral is over an infinite interval. However, by a linear transformation the problem can be reduced to a single integral over a finite interval. The integral can be evaluated by numerical integration. It is easy to program and the program is computationally efficient. Cited in 1 ReviewCited in 22 Documents MSC: 65C30 Numerical solutions to stochastic differential and integral equations 65C99 Probabilistic methods, stochastic differential equations 65D30 Numerical integration Keywords:correlated normal random variables; linear transformation; numerical integration PDFBibTeX XMLCite \textit{P. J. Korhonen} and \textit{S. C. Narula}, J. Stat. Comput. Simulation 33, No. 3, 173--182 (1989; Zbl 0726.62024) Full Text: DOI References: [1] Mardia K.V., Multivariate Analysis (1979) This reference list is based on information provided by the publisher or from digital mathematics libraries. Its items are heuristically matched to zbMATH identifiers and may contain data conversion errors. In some cases that data have been complemented/enhanced by data from zbMATH Open. This attempts to reflect the references listed in the original paper as accurately as possible without claiming completeness or a perfect matching.