Matches in SemOpenAlex for { <https://semopenalex.org/work/W4320351289> ?p ?o ?g. }
Showing items 1 to 75 of
75
with 100 items per page.
- W4320351289 abstract "The linear combination of Student's $t$ random variables (RVs) appears in many statistical applications. Unfortunately, the Student's $t$ distribution is not closed under convolution, thus, deriving an exact and general distribution for the linear combination of $K$ Student's $t$ RVs is infeasible, which motivates a fitting/approximation approach. Here, we focus on the scenario where the only constraint is that the number of degrees of freedom of each $t-$RV is greater than two. Notice that since the odd moments/cumulants of the Student's $t$ distribution are zero, and the even moments/cumulants do not exist when their order is greater than the number of degrees of freedom, it becomes impossible to use conventional approaches based on moments/cumulants of order one or higher than two. To circumvent this issue, herein we propose fitting such a distribution to that of a scaled Student's $t$ RV by exploiting the second moment together with either the first absolute moment or the characteristic function (CF). For the fitting based on the absolute moment, we depart from the case of the linear combination of $K= 2$ Student's $t$ RVs and then generalize to $Kge 2$ through a simple iterative procedure. Meanwhile, the CF-based fitting is direct, but its accuracy (measured in terms of the Bhattacharyya distance metric) depends on the CF parameter configuration, for which we propose a simple but accurate approach. We numerically show that the CF-based fitting usually outperforms the absolute moment -based fitting and that both the scale and number of degrees of freedom of the fitting distribution increase almost linearly with $K$." @default.
- W4320351289 created "2023-02-13" @default.
- W4320351289 creator A5034968363 @default.
- W4320351289 creator A5035872239 @default.
- W4320351289 creator A5052368117 @default.
- W4320351289 date "2023-02-01" @default.
- W4320351289 modified "2023-09-27" @default.
- W4320351289 title "Fitting the Distribution of Linear Combinations of t-Variables with more than 2 Degrees of Freedom" @default.
- W4320351289 doi "https://doi.org/10.48550/arxiv.2302.00265" @default.
- W4320351289 hasPublicationYear "2023" @default.
- W4320351289 type Work @default.
- W4320351289 citedByCount "0" @default.
- W4320351289 crossrefType "posted-content" @default.
- W4320351289 hasAuthorship W4320351289A5034968363 @default.
- W4320351289 hasAuthorship W4320351289A5035872239 @default.
- W4320351289 hasAuthorship W4320351289A5052368117 @default.
- W4320351289 hasBestOaLocation W43203512891 @default.
- W4320351289 hasConcept C105795698 @default.
- W4320351289 hasConcept C110121322 @default.
- W4320351289 hasConcept C119857082 @default.
- W4320351289 hasConcept C121332964 @default.
- W4320351289 hasConcept C134306372 @default.
- W4320351289 hasConcept C14036430 @default.
- W4320351289 hasConcept C162324750 @default.
- W4320351289 hasConcept C172686274 @default.
- W4320351289 hasConcept C176217482 @default.
- W4320351289 hasConcept C179254644 @default.
- W4320351289 hasConcept C208081375 @default.
- W4320351289 hasConcept C21547014 @default.
- W4320351289 hasConcept C28826006 @default.
- W4320351289 hasConcept C33923547 @default.
- W4320351289 hasConcept C41008148 @default.
- W4320351289 hasConcept C45347329 @default.
- W4320351289 hasConcept C50644808 @default.
- W4320351289 hasConcept C62520636 @default.
- W4320351289 hasConcept C74650414 @default.
- W4320351289 hasConcept C78458016 @default.
- W4320351289 hasConcept C86803240 @default.
- W4320351289 hasConceptScore W4320351289C105795698 @default.
- W4320351289 hasConceptScore W4320351289C110121322 @default.
- W4320351289 hasConceptScore W4320351289C119857082 @default.
- W4320351289 hasConceptScore W4320351289C121332964 @default.
- W4320351289 hasConceptScore W4320351289C134306372 @default.
- W4320351289 hasConceptScore W4320351289C14036430 @default.
- W4320351289 hasConceptScore W4320351289C162324750 @default.
- W4320351289 hasConceptScore W4320351289C172686274 @default.
- W4320351289 hasConceptScore W4320351289C176217482 @default.
- W4320351289 hasConceptScore W4320351289C179254644 @default.
- W4320351289 hasConceptScore W4320351289C208081375 @default.
- W4320351289 hasConceptScore W4320351289C21547014 @default.
- W4320351289 hasConceptScore W4320351289C28826006 @default.
- W4320351289 hasConceptScore W4320351289C33923547 @default.
- W4320351289 hasConceptScore W4320351289C41008148 @default.
- W4320351289 hasConceptScore W4320351289C45347329 @default.
- W4320351289 hasConceptScore W4320351289C50644808 @default.
- W4320351289 hasConceptScore W4320351289C62520636 @default.
- W4320351289 hasConceptScore W4320351289C74650414 @default.
- W4320351289 hasConceptScore W4320351289C78458016 @default.
- W4320351289 hasConceptScore W4320351289C86803240 @default.
- W4320351289 hasLocation W43203512891 @default.
- W4320351289 hasOpenAccess W4320351289 @default.
- W4320351289 hasPrimaryLocation W43203512891 @default.
- W4320351289 hasRelatedWork W2022525285 @default.
- W4320351289 hasRelatedWork W2022775816 @default.
- W4320351289 hasRelatedWork W2053659106 @default.
- W4320351289 hasRelatedWork W2062147134 @default.
- W4320351289 hasRelatedWork W2073495840 @default.
- W4320351289 hasRelatedWork W2735441832 @default.
- W4320351289 hasRelatedWork W2963610657 @default.
- W4320351289 hasRelatedWork W3003286761 @default.
- W4320351289 hasRelatedWork W3135441333 @default.
- W4320351289 hasRelatedWork W4298028348 @default.
- W4320351289 isParatext "false" @default.
- W4320351289 isRetracted "false" @default.
- W4320351289 workType "article" @default.