Expansions of $t$ Densities and Related Complete Integrals
Dickey, James M.
Ann. Math. Statist., Tome 38 (1967) no. 6, p. 503-510 / Harvested from Project Euclid
A class of alternatives is here presented to Fisher's (1925) expansion of Student's $t$ density function. These expansions involve Appell's polynomials; and hence, recurrence schemes are available for the coefficients. Complete integrals of products of $t$ densities are of interest as Behrens-Fisher densities (viewed as Bayesian posterior distributions: Jeffreys, 1940; Patil, 1964) as moments of Bayesian posterior distributions (Anscombe, 1963; Tiao and Zellner, 1964). A symptotic expansion of complete integrals, obtained by term-by-term integration of these expansions, are favorably compared with those obtained from Fisher's expansion. Although expansions of complete integrals of products of multivariate $t$ densities can be developed from these expansions by the methods of Tiao and Zellner, the resulting coefficients are practically as complicated as the Tiao and Zellner coefficients; methods will be published soon (Dickey, 1965) for reducing the dimensionality of such integrals for quadrature. The paper concludes with a numerical study of the integral expansions.
Publié le : 1967-04-14
Classification: 
@article{1177698966,
     author = {Dickey, James M.},
     title = {Expansions of $t$ Densities and Related Complete Integrals},
     journal = {Ann. Math. Statist.},
     volume = {38},
     number = {6},
     year = {1967},
     pages = { 503-510},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1177698966}
}
Dickey, James M. Expansions of $t$ Densities and Related Complete Integrals. Ann. Math. Statist., Tome 38 (1967) no. 6, pp.  503-510. http://gdmltest.u-ga.fr/item/1177698966/