On the Distribution of a Linear Combination of T-distributed Variables

by Glenn Walker

Abstract:

For odd degrees of freedom the characteristic function of a Student-t random variable is expressible in closed form. The characteristic function of an arbitrary linear combination of independent t-variables is then derived and the distribution function is obtained, itself expressible as a weighted sum of Student-t distribution functions. An easy method of obtaining the weights is demonstrated.

If U1, U1, ..., Un are independent...

• Format: Hardcover
• Language: English
• ISBN: 0530007177
• ISBN13: 9780530007175
• Release Date: May 2019
• Publisher: Dissertation Discovery Company
• Length: 118 Pages
• Weight: 1.25 lbs.
• Dimensions: 0.3" x 8.5" x 11.0"