On the distribution of Harter |
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| Authors: | Saralees Nadarajah |
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| Institution: | (1) Department of Statistics, University of Nebraska, Lincoln, NE 68583, USA;(2) Department of Statistics, Florida International University, Miami, FL 33199, USA |
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| Abstract: | In his seminal paper, Harter (1951) derived the exact distribution of Wald’s classification statistic. In this note, we consider
the more general problem of deriving the exact distribution of the product XY when X and Y are independent student’s t random variables with any degrees of freedom. Our results are simpler and more general than those presented by Harter (1951). |
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