A bivariate distribution with normal and t marginals

被引：0

作者：

Nadarajah, Saralees ^{[1
]}

机构：

[1] Univ Manchester, Sch Math, Manchester M60 1QD, Lancs, England

来源：

JOURNAL OF COMPUTATIONAL ANALYSIS AND APPLICATIONS | 2007年 / 9卷 / 03期

关键词：

Gauss hypergeometric function; incomplete gamma functions; normal distribution; Student's t distribution;

D O I：

暂无

中图分类号：

TP301 [理论、方法];

学科分类号：

081202 ;

摘要：

The first bivariate distribution with normal and Student's t marginals is introduced. Various representations are derived for its joint pdf, joint cdf, product moments, conditional pdfs, conditional cdfs and conditional moments. The calculations involve several special functions.

引用

页码：247 / 255

页数：9

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