A note on the characteristic function of the t-distribution

I. Dreier and S. Kotz

Statistics & Probability Letters, 2002, vol. 57, issue 3, 221-224

Abstract: Utilizing the theory of positive definite densities we express the density of a t-random variable as the characteristic function of a convolution of two Gamma-variables. This allows us to obtain a simple interpretation and an expression for the characteristic function of the t-variable.

Date: 2002
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Citations: View citations in EconPapers (12)

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