发表状态 | 已发表Published |
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
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ISSN/eISSN | 0047-259X |
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. |
DOI | 10.1016/j.jmva.2006.11.003 |
URL | 查看来源 |
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 | |
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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