Recurrence relations for distributions of a skew-t and a linear combination of order statistics from a bivariate-t
In this note, we derive recurrence relations for the cumulative distribution function (cdf) of a skew-t distribution and also the distribution of a linear combination of order statistics arising from a bivariate-t distribution. These recurrence relations are over [nu], the degrees of freedom, and starting from the results for [nu]=1 and 2, they will allow for the recursive evaluation of the distribution function for any other value of [nu].
Year of publication: |
2009
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Authors: | Jamalizadeh, A. ; Khosravi, M. ; Balakrishnan, N. |
Published in: |
Computational Statistics & Data Analysis. - Elsevier, ISSN 0167-9473. - Vol. 53.2009, 4, p. 847-852
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Publisher: |
Elsevier |
Saved in:
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