A note on the characteristic function of
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I. Dreier; S. Kotz
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Article
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2002
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Elsevier Science
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English
β 71 KB
Utilizing the theory of positive deΓΏnite densities we express the density of a t-random variable as the characteristic function of a convolution of two Gamma-variables. This allows us to obtain a simple interpretation and an expression for the characteristic function of the t-variable.