On the Distribution of Linear Combination of t-Variables.
Saleh, A. (1997). On the Distribution of Linear Combination of t-Variables.. EKB Journal Management System, 41(1), 51-59. doi: 10.21608/esju.1997.314638
Amina Ali Saleh. "On the Distribution of Linear Combination of t-Variables.". EKB Journal Management System, 41, 1, 1997, 51-59. doi: 10.21608/esju.1997.314638
Saleh, A. (1997). 'On the Distribution of Linear Combination of t-Variables.', EKB Journal Management System, 41(1), pp. 51-59. doi: 10.21608/esju.1997.314638
Saleh, A. On the Distribution of Linear Combination of t-Variables.. EKB Journal Management System, 1997; 41(1): 51-59. doi: 10.21608/esju.1997.314638

On the Distribution of Linear Combination of t-Variables.

The Egyptian Statistical Journal
Article 5, Volume 41, Issue 1, June 1997, Page 51-59  XML PDF (5.58 MB)
Document Type: Original Article
DOI: 10.21608/esju.1997.314638
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Author
Amina Ali Saleh*
Institute of Statistical Studies & Research, Cairo University. Egypt
Abstract
Walker and Saw (1978) derived the distribution of an arbitrary linear combination of student's random variables with odd degrees of freedom. An extension to the case of any degrees of freedom is demonstrated in this paper. The proposed procedure uses approximation of the characteristic function of the student's t distribution given by Saleh (1994). For the special case of the sum or the difference of two independent t-variables, our approximation is compared with the exact probability given earlier by Ghosh (1975), and good results are obtained.
Keywords
Distribution Function; Characteristic Function; t-Variables; Linear Combination of "t-variables"
Statistics
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