Characteristic function of order statistics of the Student's t distribution
Abstract
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.
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PDFISSN: 1331-0623 (Print), 1848-8013 (Online)