On Distributions Whose Component Ratios are Cauchy

Citation
C. Arnold, Barry et L. Brockett, Patrick, On Distributions Whose Component Ratios are Cauchy, American statistician , 46(1), 1992, pp. 25-26
Journal title
ISSN journal
00031305
Volume
46
Issue
1
Year of publication
1992
Pages
25 - 26
Database
ACNP
SICI code
Abstract
This article considers a class of multivariate (dependent) variables that includes those that are obtained as scale mixtures of elliptically symmetric distributions.We provide a simple, intuitive proof that the ratio of two such variables has a general Cauchy distribution.This result extends the results of DeSilva concerning properties of a certain class of dependent multivariate symmetric stable distributions.