Tagged Questions
1
vote
1answer
40 views
What is the distribution of the ratio of two t-distributed random variables?
x is t-distributed;
y is t-distributed.
How is x/y distributed?
Does it have a closed-form formula?
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0answers
21 views
1
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1answer
399 views
Is Hansen's skewed-$t$ distribution the same as the skewed-$t$ distribution which is a special case of GH Distribution?
I recently studied two asymmetric t distribution both with a name of skewed-$t$. I am confused with their differences or are they actually the same?
The first one is introduced by Hansen (1994) with ...
3
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0answers
55 views
What is the distribution of this nearly-Hotelling statistic?
Let $X$ be an $n \times l$ matrix, and $F$ an $n \times p$ matrix, with the rows of $X$ and $F$ drawn i.i.d. from multivariate Gaussians. (The independence applies to rows: the $X$ and $F$ may be ...
2
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2answers
989 views
How exactly does Wilks' Lambda distribution generalize the Hotelling distribution?
According to Wikipedia, Wilks' Lambda distribution generalizes Hotelling's distribution. I am having some problems seeing how this works. I can see how Hotelling's distribution generalizes Student's ...
6
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1answer
166 views
What is the median of a non-central t distribution?
What is the median of the non-central t distribution with non-centrality parameter $\delta \ne 0$? This may be a hopeless question because the CDF appears to be expressed as an infinite sum, and I ...
