| Slash | |||
|---|---|---|---|
Probability density function | |||
Cumulative distribution function | |||
| Parameters | none | ||
| Support | |||
| CDF | |||
| Mean | Does not exist | ||
| Median | 0 | ||
| Mode | 0 | ||
| Variance | Does not exist | ||
| Skewness | Does not exist | ||
| Excess kurtosis | Does not exist | ||
| MGF | Does not exist | ||
| CF | |||
Inprobability theory, theslash distribution is theprobability distribution of a standardnormal variate divided by an independentstandard uniform variate.[1] In other words, if therandom variableZ has a normal distribution with zero mean and unitvariance, the random variableU has a uniform distribution on [0,1] andZ andU arestatistically independent, then the random variableX = Z / U has a slash distribution. The slash distribution is an example of aratio distribution. The distribution was named by William H. Rogers andJohn Tukey in a paper published in 1972.[2]
Theprobability density function (pdf) is
where is the probability density function of the standard normal distribution.[3] The quotient is undefined atx = 0, but thediscontinuity is removable:
The most common use of the slash distribution is insimulation studies. It is a useful distribution in this context because it hasheavier tails than a normal distribution, but it is not aspathological as theCauchy distribution.[3]
This article incorporatespublic domain material from the National Institute of Standards and Technology