A new representation of Student's t as a function of independent t's, with a generalization to the matrix t

DOI10.1016/0047-259X(76)90043-9MaRDI QIDQ1230320zbMATH OpenFDO

Authors James M. Dickey

Publication date 1976

Published in Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0047-259X(76)90043-9

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05) Multivariate distribution of statistics (62H10)

Cites work

• A new representation of Student's t as a function of independent t's, with a generalization to the matrix t
• A Normal Approximation for Binomial, F, Beta, and Other Common, Related Tail Probabilities, I
• A Relation Between t and F-Distributions
• Matricvariate Generalizations of the Multivariate t Distribution and the Inverted Multivariate t Distribution
• Three Multidimensional-integral Identities with Bayesian Applications

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• A new representation of Student's t as a function of independent t's, with a generalization to the matrix t

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