A generalised Student’s t-distribution

We introduce a natural extension of the Student’s t-distribution that also allows for a negative shape parameter or more commonly referred to as the degrees of freedom of this distribution. This distribution unifies all types of tail decay and allows extra flexibility in the kurtosis of the t-distribution. We illustrate the use of this distribution with an application to pharmaceutical data.

MoreLess

Year of publication:	2013
Authors:	Papastathopoulos, Ioannis ; Tawn, Jonathan A.
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 83.2013, 1, p. 70-77
Publisher:	Elsevier
Subject:	Generalised t-distribution \| Symmetric short-tailed \| Shape parameter \| Liver toxicity

Online Resource

Check full text access |

More access options

Check Google Scholar

In libraries world-wide (WorldCat)

In German libraries (KVK)

subito order

I need help

More details

Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10010593901