On the Distribution of a Linear Combination of T-distributed Variables by Glenn Walker

On the Distribution of a Linear Combination of T-distributed Variables

Glenn Walker

118 pages • missing pub info (editions)

nonfiction mathematics informative medium-paced
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Abstract: For odd degrees of freedom the characteristic function of a Student-t random variable is expressible in closed form. The characteristic function of an arbitrary linear combination of independent t-variables is then derived and the distri...

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