excellent comprehensive monograph on multivariate t distributions, with numerous references. this is the only book focusing exclusively on this topic that i'm aware of. similar in quality and depth to the "discrete/continuous univariate/multivariate distributions" series by Samuel Kotz, N. Balakris
Normal and Studentยดs t Distributions and Their Applications
โ Scribed by Mohammad Ahsanullah, B.M. Golam Kibria, Mohammad Shakil (auth.)
- Publisher
- Atlantis Press
- Year
- 2014
- Tongue
- English
- Leaves
- 163
- Series
- Atlantis Studies in Probability and Statistics 4
- Edition
- 1
- Category
- Library
No coin nor oath required. For personal study only.
โฆ Synopsis
The most important properties of normal and Student t-distributions are presented. A number of applications of these properties are demonstrated. New related results dealing with the distributions of the sum, product and ratio of the independent normal and Student distributions are presented. The materials will be useful to the advanced undergraduate and graduate students and practitioners in the various fields of science and engineering.
โฆ Table of Contents
Front Matter....Pages i-xii
Introduction....Pages 1-6
Normal Distribution....Pages 7-50
Studentโs $$t$$ t Distribution....Pages 51-62
Sum, Product and Ratio for the Normal Random Variables....Pages 63-79
Sum, Product and Ratio for the Studentโs $$t$$ t Random Variables....Pages 81-91
Sum, Product and Ratio for the Normal and Studentโs t Random Variables....Pages 93-101
Product of the Normal and Studentโs $$t$$ t Densities....Pages 103-111
Characterizations of Normal Distribution....Pages 113-127
Characterizations of Studentโs t Distribution....Pages 129-141
Concluding Remarks and Some Future Research....Pages 143-144
Back Matter....Pages 145-157
โฆ Subjects
Statistics, general; Mathematics, general; Economics/Management Science, general; Social Sciences, general; Computer Science, general; Education (general)
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