Recurrence relations for distributions of a skew-t and a linear combination of order statistics from a bivariate-t

A. Jamalizadeh, M. Khosravi and N. Balakrishnan

Computational Statistics & Data Analysis, 2009, vol. 53, issue 4, 847-852

Abstract: 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].

Date: 2009
References: Add references at CitEc
Citations: View citations in EconPapers (10)

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0167-9473(08)00536-7
Full text for ScienceDirect subscribers only.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:csdana:v:53:y:2009:i:4:p:847-852

Access Statistics for this article

Computational Statistics & Data Analysis is currently edited by S.P. Azen

More articles in Computational Statistics & Data Analysis from Elsevier
Bibliographic data for series maintained by Catherine Liu ().