x is t-distributed; y is t-distributed. How is x/y distributed? Does it have a closed-form formula?
I have a data.frame of retruns - ...
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 ...
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 ...
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 ...
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 ...