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On the characteristic function for asymmetric Student t distributions

✍ Scribed by Nadarajah, Saralees; Chan, Stephen; Afuecheta, Emmanuel


Book ID
121181663
Publisher
Elsevier Science
Year
2013
Tongue
English
Weight
219 KB
Volume
121
Category
Article
ISSN
0165-1765

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✍ I. Dreier; S. Kotz πŸ“‚ Article πŸ“… 2002 πŸ› Elsevier Science 🌐 English βš– 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.