Exact distribution of positive linear combinations of inverted chi-square random variables with odd degrees of freedom
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- Berg, C. & Vignat, C., 2010. "On the density of the sum of two independent Student t-random vectors," Statistics & Probability Letters, Elsevier, vol. 80(13-14), pages 1043-1055, July.
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KeywordsInverted chi-square distribution Inverted gamma distribution Distribution function Characteristic function;
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