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 ...
Vol. 18, Analytic and Geometric Stochastics: Papers in Honour of G. E. H. Reuter (Dec., 1986), pp. 73-85 (13 pages) A construction due to Asmussen and Jacobsen is generalised so as to produce ...
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