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314638

On the Distribution of Linear Combination of t-Variables.

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Last updated: 11 May 2025

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Abstract

Walker and Saw (1978) derived the distribution of an arbitrary linear combination of student's random variables with odd degrees of freedom. An extension to the case of any degrees of freedom is demonstrated in this paper. The proposed procedure uses approximation of the characteristic function of the student's t distribution given by Saleh (1994). For the special case of the sum or the difference of two independent t-variables, our approximation is compared with the exact probability given earlier by Ghosh (1975), and good results are obtained.

DOI

10.21608/esju.1997.314638

Keywords

distribution function, characteristic function, t-Variables, Linear Combination of "t-variables"

Authors

First Name

Amina

Last Name

Saleh

MiddleName

Ali

Affiliation

Institute of Statistical Studies & Research, Cairo University. Egypt

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Volume

41

Article Issue

1

Related Issue

43145

Issue Date

1997-06-01

Publish Date

1997-06-01

Page Start

51

Page End

59

Print ISSN

0542-1748

Online ISSN

2786-0086

Article File

ESJU_Volume 41_Issue 1_Pages 51-59.pdf

PDF . 5.9MB

Link

https://esju.journals.ekb.eg/article_314638.html

Detail API

http://journals.ekb.eg?_action=service&article_code=314638

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5

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Original Article

Type Code

1,914

Publication Type

Journal

Publication Title

The Egyptian Statistical Journal

Publication Link

https://esju.journals.ekb.eg/

MainTitle

On the Distribution of Linear Combination of t-Variables.

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Article

Created At

28 Dec 2024