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A new representation of Student's t as a function of independent t's, with a generalization to the matrix t

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  • Dickey, James M.

Abstract

A new synthetic representation of Student's t statistic is given which exhibits the random variable as a nonlinear function of two independent t variables. A generalization is given to the matricvariate t with an interpretation in terms of "natural conjugate" inference for multivariate normal sampling.

Suggested Citation

  • Dickey, James M., 1976. "A new representation of Student's t as a function of independent t's, with a generalization to the matrix t," Journal of Multivariate Analysis, Elsevier, vol. 6(2), pages 343-346, June.
    • Handle: RePEc:eee:jmvana:v:6:y:1976:i:2:p:343-346
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    Keywords

    Student's t matrix t inference;

    Statistics

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