The Distribution of the Product of Two Correlated t Variates

DOI10.2307/2287194zbMath0453.62013MaRDI QIDQ3900816

Cheryl M. Wallgren

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

zbMATH Keywords

correlation; bivariate normal distribution; noncentrality parameter; bivariate t distribution; product of t variates

Mathematics Subject Classification ID

62H10: Multivariate distribution of statistics

62H20: Measures of association (correlation, canonical correlation, etc.)

62E15: Exact distribution theory in statistics

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