Squares of non-standard-normal or non-Student's-\(t_1\) RVs which have chi-square1 or \(F_{1,1}\) distributions: a return visit

DOI10.1007/s11009-014-9425-4zbMath1327.62073OpenAlexW1998986582MaRDI QIDQ496975

Nitis Mukhopadhyay

Publication date: 23 September 2015

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

Full work available at URL: https://doi.org/10.1007/s11009-014-9425-4

zbMATH Keywords

skewed distributionsWeibull distributionLaplace distributionCauchy distributionasymmetric distributionsspiky distributionswavy distributions

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Exact distribution theory in statistics (62E15) Probability distributions: general theory (60E05)

Cites Work

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• Exact distribution of the product of \(N\) Student's \(t\) RVs
• Independence of squared order statistics
• A Correlation Model Useful in the Study of Twins
• A Few Counter Examples Useful in Teaching Central Limit Theorems

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