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Characteristic function of the order statistics of the Student’s t distribution

Tibor K Pogan orcid.org/0000-0002-4635-8257 ; Faculty of Maritime Studies, University of Rijeka, Rijeka, Croatia
Saralees Nadarajah ; School of Mathematics, University of Manchester, Oxford Road, Manchester, UK

Sažetak

An exact expression is established for thecharacteristic function of the order statistics of theStudent's t distribution.The expression is a single infinite sum of terms involving themodified Bessel function of the second kind.It is simpler and yet more general than previously known expressions.

Ključne riječi

modified Bessel function of the second kind; Neumann series; order statistics

Hrčak ID:

198695

URI

https://hrcak.srce.hr/198695

Datum izdavanja:

7.11.2018.

Posjeta: 1.372 *