Approximating the Characteristic Function of the Student's Distribution | ||||
| The Egyptian Statistical Journal | ||||
| Article 3, Volume 38, Issue 2, December 1994, Page 177-195 | ||||
| Document Type: Original Article | ||||
| DOI: 10.21608/esju.1994.314824 | ||||
 View on SCiNiTO | ||||
| Author | ||||
| Amina A. Saleh | ||||
| Abstract | ||||
| The density function of Student's t random variable with n degrees of freedom, fn(t), can be approximated by a finite mixture density function from the same distribution. The criteria of approximation is to minimize the difference between the moments of fn(t) and that of its finite mixture approximation. The proposed approximation may be applied to obtain an explicit and simple form for the characteristic function of Student's t distribution of even number of n. It is evaluated for different values of n, and good results can be obtained even when n is as small as 5. | ||||
| Keywords | ||||
| Distribution Function; Characteristic Student's t Variable; Finite Mixture Distribution | ||||
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Statistics Article View: 22 |
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