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 ...

We present sharp tail asymptotics for the density and the distribution function of linear combinations of correlated log-normal random variables, that is, exponentials of components of a correlated ...

This section provides an overview of a likelihood-based approach to general linear mixed models. This approach simplifies and unifies many common statistical analyses, including those involving ...