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In this paper, we find an expression for the density of the sum of two independent dimensional Student random vectors and with arbitrary degrees of freedom. As a byproduct we also obtain an expression for the density of the sum , where is normal and is an independent Student vector. In both cases the density is given as an infinite series where is a sequence of probability densities on and is a sequence of positive numbers of sum 1, i.e. the distribution of a non-negative integer-valued random variable , which turns out to be infinitely divisible for and When and the degrees of freedom of the Student variables are equal, we recover an old result of Ruben.

生成讲解博客的中文版本

生成AI智能校验的中文版本