Fitting the Distribution of Linear Combinations of t− Variables with more than 2 Degrees of Freedom
The linear combination of Student’s t random variables (RVs) appears in many statistical applications. Unfortunately, the Student’s t distribution is not closed under convolution, thus, deriving an exact and general distribution for the linear combination of K Student’s t RVs is infeasible, which mo...
| Main Authors: | , , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
Hindawi Limited
2023-01-01
|
| Series: | Journal of Probability and Statistics |
| Online Access: | http://dx.doi.org/10.1155/2023/9967290 |