The Distribution of the Product of Two Correlated t Variates

DOI10.2307/2287194zbMath0453.62013OpenAlexW4239920566MaRDI QIDQ3900816

Cheryl M. Wallgren

Publication date: 1980

Published in: Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/2287194

zbMATH Keywords

correlationbivariate normal distributionnoncentrality parameterbivariate t distributionproduct of t variates

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Measures of association (correlation, canonical correlation, etc.) (62H20) Exact distribution theory in statistics (62E15)

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