A new representation of Student's t as a function of independent t's, with a generalization to the matrix t

DOI10.1016/0047-259X(76)90043-9zbMath0336.62037MaRDI QIDQ1230320

James M. Dickey

Publication date: 1976

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

Related Items (1)

A new representation of Student's t as a function of independent t's, with a generalization to the matrix t

Cites Work

• A new representation of Student's t as a function of independent t's, with a generalization to the matrix t
• A Relation Between t and F-Distributions
• Matricvariate Generalizations of the Multivariate $t$ Distribution and the Inverted Multivariate $t$ Distribution
• A Normal Approximation for Binomial, F, Beta, and Other Common, Related Tail Probabilities, I
• Three Multidimensional-integral Identities with Bayesian Applications

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