Slash distribution

Slash

Probability density function
Cumulative distribution function
Parameters	none
Support	${\displaystyle x\in (-\infty ,\infty )}$
PDF	${\displaystyle {\begin{cases}{\frac {\varphi (0)-\varphi (x)}{x^{2}}}&x\neq 0\\{\frac {1}{2{\sqrt {2\pi }}}}&x=0\\\end{cases}}}$
CDF	${\displaystyle {\begin{cases}\Phi (x)-\left[\varphi (0)-\varphi (x)\right]/x&x\neq 0\\1/2&x=0\\\end{cases}}}$
Mean	Does not exist
Median	0
Mode	0
Variance	Does not exist
Skewness	Does not exist
Excess kurtosis	Does not exist
MGF	Does not exist
CF	${\displaystyle {\sqrt {2\pi }}{\Big (}\varphi (t)+t\Phi (t)-\max\{t,0\}{\Big )}}$

In probability theory, the slash distribution is the probability distribution of a standard normal variate divided by an independent standard uniform variate. ^[1] In other words, if the random variable Z has a normal distribution with zero mean and unit variance, the random variable U has a uniform distribution on [0,1] and Z and U are statistically independent, then the random variable X = Z / U has a slash distribution. The slash distribution is an example of a ratio distribution. The distribution was named by William H. Rogers and John Tukey in a paper published in 1972. ^[2]

The probability density function (pdf) is

${\displaystyle f(x)={\frac {\varphi (0)-\varphi (x)}{x^{2}}}.}$

where ${\displaystyle \varphi (x)}$ is the probability density function of the standard normal distribution. ^[3] The quotient is undefined at x = 0, but the discontinuity is removable:

${\displaystyle \lim _{x\to 0}f(x)={\frac {\varphi (0)}{2}}={\frac {1}{2{\sqrt {2\pi }}}}}$

The most common use of the slash distribution is in simulation studies. It is a useful distribution in this context because it has heavier tails than a normal distribution, but it is not as pathological as the Cauchy distribution. ^[3]

See also

• Scale mixture

References

1. Davison, Anthony Christopher; Hinkley, D. V. (1997). Bootstrap methods and their application. Cambridge University Press. p. 484. ISBN   978-0-521-57471-6 . Retrieved 24 September 2012.
2. Rogers, W. H.; Tukey, J. W. (1972). "Understanding some long-tailed symmetrical distributions". Statistica Neerlandica. 26 (3): 211–226. doi:10.1111/j.1467-9574.1972.tb00191.x.
3. "SLAPDF". Statistical Engineering Division, National Institute of Science and Technology. Retrieved 2009-07-02.

 This article incorporates public domain material from the National Institute of Standards and Technology