On the doubly noncentral t distribution

DOI10.1080/03610919108812936zbMath0850.62174OpenAlexW2056542555MaRDI QIDQ4019223

K. Kocherlakota, Subrahmaniam Kocherlakota

Publication date: 16 January 1993

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610919108812936

Mathematics Subject Classification ID

Exact distribution theory in statistics (62E15) Numerical solutions to stochastic differential and integral equations (65C30) Probabilistic methods, stochastic differential equations (65C99)

Related Items (2)

A Markov-chain method for computing the run-length distribution of the self-starting cumulative sum scheme ⋮ Saddlepoint approximations for the doubly noncentral \(t\) distribution

Cites Work

• The Moments of a Doubly Noncentral t-Distribution
• A Note on Representations of the Doubly Non-Central t Distribution
• Series Representations of the Doubly Noncentral t-Distribution

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