Linearization coefficients of Bessel polynomials and properties of Student-t distributions

نویسندگان

  • Christian Berg
  • Christophe Vignat
چکیده

We prove positivity results about linearization and connection coefficients for Bessel polynomials. The proof is based on a recursion formula and explicit formulas for the coefficients in special cases. The result implies that the distribution of a convex combination of independent Studentt random variables with arbitrary odd degrees of freedom has a density which is a convex combination of certain Student-t densities with odd degrees of freedom. 2000 Mathematics Subject Classification: primary 33C10; secondary 60E05

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تاریخ انتشار 2005