Doubly non-central t and ℱ distributions obtained under singular and non-singular elliptic distributions

José A. Díaz-García, Victor Leiva-Sánchez

Research output: Contribution to journalArticlepeer-review

9 Scopus citations

Abstract

We find in this article the densities of the generalized doubly non-central t and ℱ distributions, under singularity and non-singularity of the Elliptic distribution associated. These results are applied to the Pearson Type VII and Normal distributions.

Original languageEnglish
Pages (from-to)11-32
Number of pages22
JournalCommunications in Statistics - Theory and Methods
Volume32
Issue number1
DOIs
StatePublished - Jan 2003
Externally publishedYes

Keywords

  • Generalized doubly non-central t and F distributions
  • Singular and non-singular elliptic distributions

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