The product t density distribution arising from the product of two Student's t PDFs

DOI10.1007/S00362-007-0088-XzbMATH Open1312.62021OpenAlexW2063627847MaRDI QIDQ841003FDOQ841003

Authors: Saralees Nadarajah 

Publication date: 14 September 2009

Published in: Statistical Papers (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00362-007-0088-x

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zbMATH Keywords

Bayesian statisticsdecision sciencesphysicsStudent's \(t\) distributionproduct \(t\) density distribution

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Exact distribution theory in statistics (62E15) Asymptotic distribution theory in statistics (62E20)

Cites Work

• Multivariate T-Distributions and Their Applications
• Title not available (Why is that?)
• On Laplace transforms of some probability densities
• Reconciliation of Probability Distributions
• Theory of Gyromagnetic Effects and Some Related Magnetic Phenomena
• On infinite divisibility of normed product of Cauchy densities

Cited In (4)

• Exact distribution of the product of \(N\) Student's \(t\) RVs
• Stein’s Lemma for generalized skew-elliptical random vectors
• Normal and Student's \(t\) distributions and their applications
• A product Pearson-type VII density distribution

Uses Software

• MINITAB

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