• Title/Summary/Keyword: modified Bessel function of the third kind

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A Note on the Characteristic Function of Multivariate t Distribution

  • Song, Dae-Kun;Park, Hyoung-Jin;Kim, Hyoung-Moon
    • Communications for Statistical Applications and Methods
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    • v.21 no.1
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    • pp.81-91
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    • 2014
  • This study derives the characteristic functions of (multivariate/generalized) t distributions without contour integration. We extended Hursts method (1995) to (multivariate/generalized) t distributions based on the principle of randomization and mixtures. The derivation methods are relatively straightforward and are appropriate for graduate level statistics theory courses.

SOME PROPERTIES OF EXTENDED τ-HYPERGEOMETRIC FUNCTION

  • Jana, Ranjan Kumar;Maheshwari, Bhumika;Shukla, Ajay Kumar
    • Communications of the Korean Mathematical Society
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    • v.33 no.4
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    • pp.1159-1170
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    • 2018
  • Recently, Parmar [5] introduced a new extension of the ${\tau}$-Gauss hypergeometric function $_2R^{\tau}_1(z)$. The main object of this paper is to study this extended ${\tau}$-Gauss hypergeometric function and obtain its properties including connection with modified Bessel function of third kind and extended generalized hypergeometric function, several contiguous relations, differential relations, integral transforms and elementary integrals. Various special cases of our results are also discussed.