Characteristic function of order statistics of the Student's t distribution
Pogany, Tibor K ; Nadarajah, Saralees
Mathematical Communications, Tome 23 (2018) no. 2, p. 295-302 / Harvested from Mathematical Communications
Text on Mathematical Communications
An exact expression is established for thecharacteristic function  of the order statistics of theStudent's $t$ distribution.The expression is a single infinite sum of terms involving themodified Bessel function of the second kind.It is simpler and yet more general than previously known expressions. 
Publié le : 2018-04-11
Classification:  
@article{mc2629,
     author = {Pogany, Tibor K and Nadarajah, Saralees},
     title = {Characteristic function of order statistics of the Student's t distribution},
     journal = {Mathematical Communications},
     volume = {23},
     number = {2},
     year = {2018},
     pages = { 295-302},
     language = {eng},
     url = {http://dml.mathdoc.fr/item/mc2629}
}

Pogany, Tibor K; Nadarajah, Saralees. Characteristic function of order statistics of the Student's t distribution. Mathematical Communications, Tome 23 (2018) no. 2, pp.  295-302. http://gdmltest.u-ga.fr/item/mc2629/