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The True Characteristic Function of the F Distribution

✍ Scribed by P. C. B. Phillips


Book ID
120954940
Publisher
Oxford University Press
Year
1982
Tongue
English
Weight
339 KB
Volume
69
Category
Article
ISSN
0006-3444

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A note on the characteristic function of
✍ 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.