On the Distribution of Linear Combination of t-Variables. By: Amina Ali Saleh | ||||
The Egyptian Statistical Journal | ||||
Article 5, Volume 41, Issue 1, June 1997, Page 51-59 | ||||
Document Type: Original Article | ||||
DOI: 10.21608/esju.1997.314638 | ||||
View on SCiNiTO | ||||
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 Article View: 21 |
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