In probability theory, the slash distribution is the probability distribution of a standard normal variate divided by an independent standard uniform variate. 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. The probability density function (pdf) is
f ( x ) = φ ( 0 ) − φ ( x ) x 2 . {\displaystyle f(x)={\frac {\varphi (0)-\varphi (x)}{x^{2}}}.}
where φ ( x ) {\displaystyle \varphi (x)} is the probability density function of the standard normal distribution. The quotient is undefined at x = 0, but the discontinuity is removable:
lim x → 0 f ( x ) = φ ( 0 ) 2 = 1 2 2 π {\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.
See also Scale mixture
References
This article incorporates public domain material from the National Institute of Standards and Technology



