The distribution of an arbitrary linear combination of Student-t random variables with odd degrees of freedom is derived. An easy method of expressing this distribution as a mixture of t-distributions ...
Adam Hayes, Ph.D., CFA, is a financial writer with 15+ years Wall Street experience as a derivatives trader. Besides his extensive derivative trading expertise, Adam is an expert in economics and ...
Some results have been hidden because they may be inaccessible to you
Show inaccessible results