Student's T-Distribution and Related Stochastic Processes

This brief monograph is an in-depth study of the infinite divisibility and self-decomposability properties of central and noncentral Student's distributions, represented as variance and mean-variance mixtures of multivariate Gaussian distributions with the reciprocal gamma mixing distribution....

Ausführliche Beschreibung

Bibliographische Detailangaben

1. Verfasser:	Grigelionis, Bronius
Format:	Buch
Sprache:	eng
Schlagworte:	Distribution (Probability theory) Mathematics and Statistics Statistics Statistics, general Stochastic processes
Online-Zugang:	Volltext
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