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

More Karl Breitung's questions See All
Similar questions and discussions