The Distribution of the Product of Two Correlated t Variates
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Publication:3900816
DOI10.2307/2287194zbMath0453.62013MaRDI QIDQ3900816
Publication date: 1980
Published in: Journal of the American Statistical Association (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/2287194
correlation; bivariate normal distribution; noncentrality parameter; bivariate t distribution; product of t variates
62H10: Multivariate distribution of statistics
62H20: Measures of association (correlation, canonical correlation, etc.)
62E15: Exact distribution theory in statistics
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