Characteristic function of order statistics of the Student's t distribution

Tibor K Pogany; Saralees Nadarajah

Vol. 23 No. 2 (2018)

Regular Articles

Characteristic function of order statistics of the Student's t distribution

Published 2018-04-10

Tibor K Pogany
Saralees Nadarajah

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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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