On the Characteristic Function of Multivariate Student t-Distribution
β Scribed by Brajendra C. Sutradhar
- Book ID
- 115056798
- Publisher
- John Wiley and Sons
- Year
- 1986
- Tongue
- French
- Weight
- 346 KB
- Volume
- 14
- Category
- Article
- ISSN
- 0319-5724
- DOI
- 10.2307/3315191
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π SIMILAR VOLUMES
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.
In this paper, we take the characteristic function approach to goodness-of-fit tests. It has several advantages over existing methods: First, unlike the popular comparison density function approach suggested in Parzen (1979), our approach is applicable to both univariate and multivariate data; Secon
proved a relation between the primitives of the classes 8 d (2) and 8 d (1) of 2-and 1-symmetric characteristic functions on R d , respectively. We will give a straightforward proof of his relation, answering a question of his. To do this we use the calculus of generalized hypergeometric functions.