A simple proof of the characteristic function of Student’s t-distribution

DOI10.1080/03610926.2019.1702695OpenAlexW2992853315MaRDI QIDQ5078548

Robert E. Gaunt

Publication date: 23 May 2022

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1912.01245

zbMATH Keywords

characteristic functionmodified Bessel functionstudent's \(t\)-distribution

Mathematics Subject Classification ID

Exact distribution theory in statistics (62E15) Statistics (62-XX) Probability distributions: general theory (60E05)

Related Items (2)

Joint moments of a characteristic polynomial and its derivative for the circular \(\beta \)-ensemble ⋮ On combining the zero bias transform and the empirical characteristic function to test normality

Uses Software

• DLMF

Cites Work

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• A note on the characteristic function of the \(t\)-distribution
• On the characteristic function of multivariate Studentt-distribution
• The true characteristic function of the F distribution
• The Characteristic Function of Elliptical T-distribution Using a Conditional Expectation Approach

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