On the product and ratio of \(t\) random variables

DOI10.1016/j.aml.2005.01.004zbMath1082.60009OpenAlexW1992090113MaRDI QIDQ812744

Saralees Nadarajah, Dey, Dipak K.

Publication date: 24 January 2006

Published in: Applied Mathematics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.aml.2005.01.004

zbMATH Keywords

Student's \(t\) distributionproducts of random variablesratios of random variables

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Applications of hypergeometric functions (33C90) Statistical distribution theory (62E99)

Related Items (3)

Exact distribution of the product of \(N\) Student's \(t\) RVs ⋮ Product of bi-dimensional VAR(1) model components. An application to the cost of electricity load prediction errors ⋮ Revisiting the product of random variables

Cites Work

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• Distributions of the ratios of independent beta variables and applications
• Ratios of Normal Variables and Ratios of Sums of Uniform Variables
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• On the Distribution of the Ratio of Two Random Variables Having Generalized Life Distributions
• THE DISTRIBUTION OF A PRODUCT OF n INDEPENDENT RANDOM VARIABLES WITH GENERALIZED GAMMA DISTRIBUTION
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