A new representation of Student's t as a function of independent t's, with a generalization to the matrix t

A new synthetic representation of Student's t statistic is given which exhibits the random variable as a nonlinear function of two independent t variables. A generalization is given to the matricvariate t with an interpretation in terms of "natural conjugate" inference for multivariate normal sampling.

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Year of publication:	1976
Authors:	Dickey, James M.
Published in:	Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 6.1976, 2, p. 343-346
Publisher:	Elsevier
Subject:	Student's t matrix t inference

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005006610