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

ISBN: 0530007177

ISBN13: 9780530007175

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

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...

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Math Mathematics Science & Math

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