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题名On the Student's t-distribution and the t-statistic
作者
发表日期2007
发表期刊Journal of Multivariate Analysis
ISSN/eISSN0047-259X
卷号98期号:6页码:1293-1304
摘要

In this paper we provide rather weak conditions on a distribution which would guarantee that the t-statistic of a random vector of order n follows the t-distribution with n - 1 degrees of freedom. The results sharpen the earlier conclusions of Mauldon [Characterizing properties of statistical distributions, Quart. J. Math. 2(7) (1956) 155-160] and the more recent advances due to Bondesson [When is the t-statistic t-distributed, Sankhyā, Ser. A 45 (1983) 338-345]. The basic tool involved in the derivations is the vertical density representation originally suggested by Troutt [A theorem on the density of the density ordinate and an alternative interpretation of the Box-Muller method, Statistics 22(3) (1991) 463-466; Vertical density representation and a further remark on the Box-Muller method, Statistics 24 (1993) 81-83]. Several illustrative examples are presented. © 2006 Elsevier Inc. All rights reserved.

DOI10.1016/j.jmva.2006.11.003
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收录类别SCIE
语种英语English
WOS研究方向Mathematics
WOS类目Statistics & Probability
WOS记录号WOS:000246703800011
Scopus入藏号2-s2.0-34147175614
引用统计
被引频次:25[WOS]   [WOS记录]     [WOS相关记录]
文献类型期刊论文
条目标识符https://repository.uic.edu.cn/handle/39GCC9TT/1766
专题理工科技学院
通讯作者Fang, Kaitai
作者单位
1.College of Applied Sciences, Beijing University of Technology, Beijing, 10002, China
2.BNU-HKBU United International College, Zhuhai Campus Beijing Normal University, Jinfenf Rd., Zhuhai, 519085, China
3.Department of Engineering Management, George Washington University, United States
通讯作者单位北师香港浸会大学
推荐引用方式
GB/T 7714
Yang, Zhenhai,Fang, Kaitai,Kotz, Samuel. On the Student's t-distribution and the t-statistic[J]. Journal of Multivariate Analysis, 2007, 98(6): 1293-1304.
APA Yang, Zhenhai, Fang, Kaitai, & Kotz, Samuel. (2007). On the Student's t-distribution and the t-statistic. Journal of Multivariate Analysis, 98(6), 1293-1304.
MLA Yang, Zhenhai,et al."On the Student's t-distribution and the t-statistic". Journal of Multivariate Analysis 98.6(2007): 1293-1304.
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