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Recurrence relations for distributions of a skew-t and a linear combination of order statistics from a bivariate-t

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Author Info
Jamalizadeh, A.
Khosravi, M.
Balakrishnan, N.
Abstract

In this note, we derive recurrence relations for the cumulative distribution function (cdf) of a skew-t distribution and also the distribution of a linear combination of order statistics arising from a bivariate-t distribution. These recurrence relations are over [nu], the degrees of freedom, and starting from the results for [nu]=1 and 2, they will allow for the recursive evaluation of the distribution function for any other value of [nu].

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File URL: http://www.sciencedirect.com/science/article/B6V8V-4TX78Y1-1/2/b2d5dc5d5b0ae2453b51b69177199ac6
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Publisher Info
Article provided by Elsevier in its journal Computational Statistics & Data Analysis.

Volume (Year): 53 (2009)
Issue (Month): 4 (February)
Pages: 847-852
Download reference. The following formats are available: HTML (with abstract), plain text (with abstract), BibTeX, RIS (EndNote, RefMan, ProCite), ReDIF
Handle: RePEc:eee:csdana:v:53:y:2009:i:4:p:847-852

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