Multitude of bivariate t distributions
Authors:
Saralees Nadarajah a;
Samuel Kotz b
| Affiliations: | a Department of Mathematics, University of South Florida, Tampa, Florida, USA |
| b Department of Engineering Management and Systems Engineering, The George Washington University, Washington D.C, USA |
DOI:
10.1080/02331880412331319305
Publication Frequency:
6 issues per year
Subjects:
Mathematical Statistics;
Statistical Theory & Methods;
Statistics;
Statistics for the Biological Sciences;
Stochastic Models & Processes;
Number of References: 37
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Abstract
Bivariate t distributions have attracted somewhat limited attention of researchers for the last 70 years in spite of their increasing importance in classical as well as in Bayesian statistical modeling. These distributions have been perhaps unjustly overshadowed - during all these years - by the bivariate normal distribution. In this paper, we provide a comprehensive review of the known bivariate t distributions with the hope of encouraging further research activities in this area.
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| Keywords: Bivariate normal distribution; Bivariate t distribution |
| view references (37) |

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