Some Inferences on Skew-t Distribution of 2 Degrees of Freedom
Understanding the properties of Skew distributions is important in many statistical applications. The Student-t distribution is widely used in statistics. Skew-t distribution is a useful model to describe data with heavy tails. In this paper several distributional properties of Skew-t distribution a...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Springer
2017-11-01
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| Series: | Journal of Statistical Theory and Applications (JSTA) |
| Subjects: | |
| Online Access: | https://www.atlantis-press.com/article/25887933.pdf |
| _version_ | 1818216879692447744 |
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| author | Mohammad Ahsanullah Valery B. Nevzorov |
| author_facet | Mohammad Ahsanullah Valery B. Nevzorov |
| author_sort | Mohammad Ahsanullah |
| collection | DOAJ |
| description | Understanding the properties of Skew distributions is important in many statistical applications. The Student-t distribution is widely used in statistics. Skew-t distribution is a useful model to describe data with heavy tails. In this paper several distributional properties of Skew-t distribution are given. Based on the distributional properties some characterizations of the Skew-t distribution are given. |
| first_indexed | 2024-12-12T06:58:59Z |
| format | Article |
| id | doaj.art-260219ff3dee4e6bb74cd7e4892138a9 |
| institution | Directory Open Access Journal |
| issn | 1538-7887 |
| language | English |
| last_indexed | 2024-12-12T06:58:59Z |
| publishDate | 2017-11-01 |
| publisher | Springer |
| record_format | Article |
| series | Journal of Statistical Theory and Applications (JSTA) |
| spelling | doaj.art-260219ff3dee4e6bb74cd7e4892138a92022-12-22T00:33:52ZengSpringerJournal of Statistical Theory and Applications (JSTA)1538-78872017-11-0116410.2991/jsta.2017.16.4.1Some Inferences on Skew-t Distribution of 2 Degrees of FreedomMohammad AhsanullahValery B. NevzorovUnderstanding the properties of Skew distributions is important in many statistical applications. The Student-t distribution is widely used in statistics. Skew-t distribution is a useful model to describe data with heavy tails. In this paper several distributional properties of Skew-t distribution are given. Based on the distributional properties some characterizations of the Skew-t distribution are given.https://www.atlantis-press.com/article/25887933.pdfSkew-t Distribution; Percentile Points; Characterizations. |
| spellingShingle | Mohammad Ahsanullah Valery B. Nevzorov Some Inferences on Skew-t Distribution of 2 Degrees of Freedom Journal of Statistical Theory and Applications (JSTA) Skew-t Distribution; Percentile Points; Characterizations. |
| title | Some Inferences on Skew-t Distribution of 2 Degrees of Freedom |
| title_full | Some Inferences on Skew-t Distribution of 2 Degrees of Freedom |
| title_fullStr | Some Inferences on Skew-t Distribution of 2 Degrees of Freedom |
| title_full_unstemmed | Some Inferences on Skew-t Distribution of 2 Degrees of Freedom |
| title_short | Some Inferences on Skew-t Distribution of 2 Degrees of Freedom |
| title_sort | some inferences on skew t distribution of 2 degrees of freedom |
| topic | Skew-t Distribution; Percentile Points; Characterizations. |
| url | https://www.atlantis-press.com/article/25887933.pdf |
| work_keys_str_mv | AT mohammadahsanullah someinferencesonskewtdistributionof2degreesoffreedom AT valerybnevzorov someinferencesonskewtdistributionof2degreesoffreedom |