Given are two independent sequences of iid normal random variables X_i and Y_i
.
Form the ratios Z_i=X_i/Y_i
.
What is known about the extreme value distribution of the Z_i
's, i.e. max(Z_1,…,Z_n)
? (exclude the trivial case that all have standard normal distributions).
I am looking for a literature reference, since I think somebody must have studied this problem already.
Many thanks!
Karl
P.S. asked also on stackexchange:
math.stackexchange.com/questions/3575826/extreme-values-of-ratios-of-normal-random-variables