Scale Mixtures of Normal Distributions
Journal of the Royal Statistical Society. Series B (Methodological) 36 (1): 99-102 (1974)

This paper presents necessary and sufficient conditions under which a random variable X may be generated as the ratio Z/V where Z and V are independent and Z has a standard normal distribution. This representation is useful in Monte Carlo calculations. It is established that when 1/2V<sup>2</sup> is exponential, X is double exponential; and that when 1/2V has the asymptotic distribution of the Kolmogorov distance statistic, X is logistic.
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