Abstract
Abstract The distribution of an arbitrary linear combination of Student-t random variables with odd degrees of freedom is derived. An easy method of expressing this distribution as a mixture of t-distributions is demonstrated, enabling the calculation of percentage points using only tables of the t-distribution.
Keywords
MathematicsDistribution (mathematics)F-distributionStudent's t-distributionDegrees of freedom (physics and chemistry)Random variableStatisticsCombinatoricsApplied mathematicsProbability distributionMathematical analysisPhysicsEconometricsThermodynamics
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Publication Info
- Year
- 1978
- Type
- article
- Volume
- 73
- Issue
- 364
- Pages
- 876-878
- Citations
- 36
- Access
- Closed
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Cite This
Glenn A. Walker,
John G. Saw
(1978).
The Distribution of Linear Combinations of<i>t</i>-Variables.
Journal of the American Statistical Association
, 73
(364)
, 876-878.
https://doi.org/10.1080/01621459.1978.10480117
Identifiers
- DOI
- 10.1080/01621459.1978.10480117