Re: [R] Inferences for ratios of non-normal means

2007-09-12 Thread Paul Smith
On 9/11/07, Paul Smith <[EMAIL PROTECTED]> wrote: > The package mratios can perform inferences for ratios of normal means. > Is there some other package to do the same but with non-normal > populations. Since I have got large samples, an asymptotic procedure > would be fine. Thanks for all replies

Re: [R] Inferences for ratios of non-normal means

2007-09-11 Thread Stephen Weigand
Paul, On 9/11/07, JRG <[EMAIL PROTECTED]> wrote: > On 11 Sep 2007 at 22:10, Robert A LaBudde wrote: > > > I think a ratio of two normals has a Cauchy distribution, which > > doesn't have a variance (the singularity in the denominator), so the > > Central Limit theorem does not apply. > > > > The C

Re: [R] Inferences for ratios of non-normal means

2007-09-11 Thread JRG
On 11 Sep 2007 at 22:10, Robert A LaBudde wrote: > I think a ratio of two normals has a Cauchy distribution, which > doesn't have a variance (the singularity in the denominator), so the > Central Limit theorem does not apply. > The Cauchy results if the denominator normal distribution has mean

Re: [R] Inferences for ratios of non-normal means

2007-09-11 Thread Moshe Olshansky
It even does not have a mean, but this does not matter: both the numerator and denominator are asymptotically normal and so the ratio converges (in distribution) to the ratio of two normals (which indeed has a Cauchy distribution). --- Robert A LaBudde <[EMAIL PROTECTED]> wrote: > I think a ratio

Re: [R] Inferences for ratios of non-normal means

2007-09-11 Thread Robert A LaBudde
I think a ratio of two normals has a Cauchy distribution, which doesn't have a variance (the singularity in the denominator), so the Central Limit theorem does not apply. I would suggest using bootstrap resampling to make inferences. At 08:10 PM 9/11/2007, Moshe wrote: >For large samples you ha

Re: [R] Inferences for ratios of non-normal means

2007-09-11 Thread Moshe Olshansky
For large samples you have asymptotic normality! --- Paul Smith <[EMAIL PROTECTED]> wrote: > Dear All, > > The package mratios can perform inferences for > ratios of normal means. > Is there some other package to do the same but with > non-normal > populations. Since I have got large samples, an

[R] Inferences for ratios of non-normal means

2007-09-11 Thread Paul Smith
Dear All, The package mratios can perform inferences for ratios of normal means. Is there some other package to do the same but with non-normal populations. Since I have got large samples, an asymptotic procedure would be fine. Thanks in advance, Paul ___