Abstract
Considered monitoring of the ratio of two correlated normal random variables based on an approximation. In this note, we derive a closed form expression for the ratio of two correlated normal random variables. We point out that the approximation used in Nguyen et al. does not always perform well.
Original language | British English |
---|---|
Pages (from-to) | 1849-1854 |
Number of pages | 6 |
Journal | Quality and Reliability Engineering International |
Volume | 36 |
Issue number | 6 |
DOIs | |
State | Published - 1 Oct 2020 |
Keywords
- error function
- normal distribution
- ratio