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The product t density distribution arising from the product of two Student’s t PDFs

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  • Saralees Nadarajah

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  • Saralees Nadarajah, 2009. "The product t density distribution arising from the product of two Student’s t PDFs," Statistical Papers, Springer, vol. 50(3), pages 605-615, June.
    • Handle: RePEc:spr:stpapr:v:50:y:2009:i:3:p:605-615
    DOI: 10.1007/s00362-007-0088-x
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    References listed on IDEAS

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    1. Fuentes, Miguel A. & Kuperman, M. & Iglesias, J.R., 2006. "Living in an irrational society: Wealth distribution with correlations between risk and expected profits," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 371(1), pages 112-117.
    2. Dennis Lindley, 1983. "Reconciliation of Probability Distributions," Operations Research, INFORMS, vol. 31(5), pages 866-880, October.
    3. M. A. Fuentes & M. N. Kuperman & J. R. Iglesias, 2006. "Living in an Irrational Society: Wealth Distribution with Correlations between Risk and Expected Profits," Papers physics/0603076, arXiv.org.
    4. Kotz,Samuel & Nadarajah,Saralees, 2004. "Multivariate T-Distributions and Their Applications," Cambridge Books, Cambridge University Press, number 9780521826549, January.
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    Cited by:

    1. Julia Adamska & Łukasz Bielak & Joanna Janczura & Agnieszka Wyłomańska, 2022. "From Multi- to Univariate: A Product Random Variable with an Application to Electricity Market Transactions: Pareto and Student’s t -Distribution Case," Mathematics, MDPI, vol. 10(18), pages 1-29, September.

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