Extremes and Student's t₂-distribution

DOI10.1007/S10958-008-9109-0MaRDI QIDQ2451262zbMATH OpenOpenAlexFDO

Authors V. B. Nevzorov

Publication date 3 June 2014

Published in Journal of Mathematical Sciences (New York) (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10958-008-9109-0

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Characterization and structure theory of statistical distributions (62E10) Exact distribution theory in statistics (62E15)

Cites work

• A simple characterization of Student's t₂ distribution
• New Characterizations by Properties of Midrange and Related Statistics
• One property of the Student's distribution with two degrees of freedom

Cited in

(2)

• On the history of the St. Petersburg school of probability and statistics. III: Distributions of functionals of processes, stochastic geometry, and extrema
• On the heavy-tailedness of Student's t-statistic

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