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

DOI10.1007/S00362-007-0088-XMaRDI QIDQ841003zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

Bayesian statisticsdecision sciencesphysicsproduct \(t\) density distributionStudent's \(t\) distribution

Mathematics Subject Classification ID

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

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Cites work

• scientific article; zbMATH DE number 1528193 (Why is no real title available?)
• Multivariate T-Distributions and Their Applications
• On infinite divisibility of normed product of Cauchy densities
• On Laplace transforms of some probability densities
• Reconciliation of Probability Distributions
• Theory of Gyromagnetic Effects and Some Related Magnetic Phenomena

Cited in

(5)

• Exact distribution of the product of N Student's t RVs
• Normal and Student's \(t\) distributions and their applications
• A product Pearson-type VII density distribution
• scientific article; zbMATH DE number 1379415 (Why is no real title available?)
• Stein’s Lemma for generalized skew-elliptical random vectors

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Uses Software

• MINITAB

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