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Exact calculation of the coverage interval for the convolution of two Student's t distributions

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Saralees Nadarajah

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LETTER TO THE EDITOR

Fotowicz (2006 Metrologia 43 42–5) presented an approximation for computing the coverage interval of the convolution of two Student's t distributions. This approximation appeared to perform well for a limited range of values of the degrees of freedom. In this letter, we provide an eight-line program for exact computation of the coverage interval with no limitations. Several advantages of our approach are noted.


PACS

07.05.Bx Computer systems: hardware, operating systems, computer languages, and utilities

02.50.Ng Distribution theory and Monte Carlo studies

Subjects

Computational physics

Instrumentation and measurement

Dates

Issue 5 (October 2006)

Received 5 July 2006

Published 6 September 2006



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