On the product and ratio of t random variables

DOI10.1016/J.AML.2005.01.004MaRDI QIDQ812744zbMATH OpenOpenAlexFDO

Authors Saralees Nadarajah, Dipak K. Dey

Publication date 24 January 2006

Published in Applied Mathematics Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.aml.2005.01.004

zbMATH Keywords

products of random variablesratios of random variablesStudent's \(t\) distribution

Mathematics Subject Classification ID

Applications of hypergeometric functions (33C90) Probability distributions: general theory (60E05) Statistical distribution theory (62E99)

Cites work

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Cited in

(5)

• Exact distribution of the product of N Student's t RVs
• Linear combinations, products and ratios of \(t\) random variables
• On the product of triangular random variables
• Product of bi-dimensional VAR(1) model components. An application to the cost of electricity load prediction errors
• Revisiting the product of random variables

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