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

James M. Dickey

Journal of Multivariate Analysis, 1976, vol. 6, issue 2, 343-346

Abstract: 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.

Keywords: Student's; t; matrix; t; inference (search for similar items in EconPapers)
Date: 1976
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