Original scientific paper
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
Abstract
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.
Keywords
modified Bessel function of the second kind; Neumann series; order statistics
Hrčak ID:
198695
URI
Publication date:
7.11.2018.
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