Exact distribution of the product of \(N\) Student's \(t\) RVs

DOI10.1007/s11009-011-9216-0zbMath1259.60018OpenAlexW2133208890MaRDI QIDQ1930464

Saralees Nadarajah

Publication date: 11 January 2013

Published in: Methodology and Computing in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11009-011-9216-0

zbMATH Keywords

Meijer \(G\)-functionproduct of random variablesStudent's \(t\)-distribution

Mathematics Subject Classification ID

Probability distributions: general theory (60E05)

Related Items (3)

The variance-gamma ratio distribution ⋮ Squares of non-standard-normal or non-Student's-\(t_1\) RVs which have chi-square1 or \(F_{1,1}\) distributions: a return visit ⋮ Approximating the probability density function of a transformation of random variables

Cites Work

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• On the product and ratio of \(t\) random variables
• Euler's formulae for \(\zeta(2n)\) and products of Cauchy variables
• Multivariate T-Distributions and Their Applications
• On the Distribution of Wald's Classification Statistic
• On a Statistical Problem Arising in the Classification of an Individual into One of Two Groups

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