On the Studentʹs t-distribution and the t-statistic

In this paper we provide rather weak conditions on a distribution which would guarantee that the t-statistic of a random vector of order n follows the t-distribution with n - 1 degrees of freedom. The results sharpen the earlier conclusions of Mauldon [Characterizing properties of statistical distributions, Quart. J. Math. 2(7) (1956) 155–160] and the more recent advances due to Bondesson [When is the t-statistic t-distributed, Sankhyā, Ser. A 45 (1983) 338–345]. The basic tool involved in the derivations is the vertical density representation originally suggested by Troutt [A theorem on the density of the density ordinate and an alternative interpretation of the Box–Muller method, Statistics 22(3) (1991) 463–466; Vertical density representation and a further remark on the Box–Muller method, Statistics 24 (1993) 81–83]. Several illustrative examples are presented.