pnormratio: Cumulative Distribution of a Normal Ratio Distribution

In gaussratiovegind: Distribution of Gaussian Ratios

Cumulative Distribution of a Normal Ratio Distribution

Description

Cumulative distribution of the ratio of two independent Gaussian distributions.

Usage

pnormratio(z, bet, rho, delta)

Arguments

z	length p vector of quantiles.
bet, rho, delta	numeric values. The parameters (\beta, \rho, \delta_y) of the distribution, see Details.

Details

Let two independant random variables X \sim N(\mu_x, \sigma_x) and Y \sim N(\mu_y, \sigma_y).

If we denote \displaystyle{ f_Z(z; \beta, \rho, \delta_y)} the probability distribution function of the ratio \displaystyle{Z = \frac{X}{Y}}, with \beta = \frac{\mu_x}{\mu_y}, \displaystyle{\rho = \frac{\sigma_y}{\sigma_x}} and \displaystyle{\delta_y = \frac{\sigma_y}{\mu_y}} (see dnormratio(), Details section).

The probability distribution for Z is given by:

\displaystyle{F(z; \beta, \rho, \delta_y) = \int_{-\infty}^z{f_Z(z; \beta, \rho, \delta_y)}}

This integral is computed using numerical integration.

Value

Numeric: the value of density.

Author(s)

Pierre Santagostini, Angélina El Ghaziri, Nizar Bouhlel

References

El Ghaziri, A., Bouhlel, N., Sapoukhina, N., Rousseau, D., On the importance of non-Gaussianity in chlorophyll fluorescence imaging. Remote Sensing 15(2), 528 (2023). \Sexpr[results=rd]{tools:::Rd_expr_doi("10.3390/rs15020528")}

Marsaglia, G. 2006. Ratios of Normal Variables. Journal of Statistical Software 16. \Sexpr[results=rd]{tools:::Rd_expr_doi("10.18637/jss.v016.i04")}

Díaz-Francés, E., Rubio, F.J., On the existence of a normal approximation to the distribution of the ratio of two independent normal random variables. Stat Papers 54, 309–323 (2013). \Sexpr[results=rd]{tools:::Rd_expr_doi("10.1007/s00362-012-0429-2")}

See Also

dnormratio(): density function.

rnormratio(): sample simulation.

estparnormratio(): parameter estimation.

Examples

# First example
beta1 <- 0.15
rho1 <- 5.75
delta1 <- 0.22
pnormratio(0, bet = beta1, rho = rho1, delta = delta1)
pnormratio(0.5, bet = beta1, rho = rho1, delta = delta1)
curve(pnormratio(x, bet = beta1, rho = rho1, delta = delta1), from = -0.1, to = 0.7)

# Second example
beta2 <- 2
rho2 <- 2
delta2 <- 2
pnormratio(0, bet = beta2, rho = rho2, delta = delta2)
pnormratio(0.5, bet = beta2, rho = rho2, delta = delta2)
curve(pnormratio(x, bet = beta2, rho = rho2, delta = delta2), from = -0.1, to = 0.7)

gaussratiovegind documentation built on June 16, 2025, 5:09 p.m.