Article ID Journal Published Year Pages File Type
417810 Computational Statistics & Data Analysis 2009 6 Pages PDF
Abstract

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

Related Topics
Physical Sciences and Engineering Computer Science Computational Theory and Mathematics
Preview
Recurrence relations for distributions of a skew-tt and a linear combination of order statistics from a bivariate-tt
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