The product \(t\) density distribution arising from the product of two Student's \(t\) PDFs

DOI10.1007/s00362-007-0088-xzbMath1312.62021OpenAlexW2063627847MaRDI QIDQ841003

Saralees Nadarajah

Publication date: 14 September 2009

Published in: Statistical Papers (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00362-007-0088-x

zbMATH Keywords

Bayesian statisticsdecision sciencesphysicsStudent's \(t\) distributionproduct \(t\) density distribution

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Exact distribution theory in statistics (62E15) Probability distributions: general theory (60E05)

Related Items (1)

Stein’s Lemma for generalized skew-elliptical random vectors

Uses Software

• MINITAB

Cites Work

• Unnamed Item
• On Laplace transforms of some probability densities
• On infinite divisibility of normed product of Cauchy densities
• Reconciliation of Probability Distributions
• Multivariate T-Distributions and Their Applications
• Theory of Gyromagnetic Effects and Some Related Magnetic Phenomena

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