On the Student's t-distribution and the t-statistic
In this paper we provide rather weak conditions on a distribution which would guarantee that the t-statistic of a random vector of order n follows the t-distribution with n-1 degrees of freedom. The results sharpen the earlier conclusions of Mauldon [Characterizing properties of statistical distributions, Quart. J. Math. 2(7) (1956) 155-160] and the more recent advances due to Bondesson [When is the t-statistic t-distributed, Sankhya, Ser. A 45 (1983) 338-345]. The basic tool involved in the derivations is the vertical density representation originally suggested by Troutt [A theorem on the density of the density ordinate and an alternative interpretation of the Box-Muller method, Statistics 22(3) (1991) 463-466; Vertical density representation and a further remark on the Box-Muller method, Statistics 24 (1993) 81-83]. Several illustrative examples are presented.
Year of publication: |
2007
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Authors: | Yang, Zhenhai ; Fang, Kai-Tai ; Kotz, Samuel |
Published in: |
Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 98.2007, 6, p. 1293-1304
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Publisher: |
Elsevier |
Saved in:
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