A generalised student's t-distribution

Papastathopoulos, Ioannis and Tawn, Jonathan Angus (2013) A generalised student's t-distribution. Statistics and Probability Letters, 83 (1). pp. 70-77. ISSN 0167-7152

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Abstract

We introduce a natural extension of the Student’s tt-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 tt-distribution. We illustrate the use of this distribution with an application to pharmaceutical data.

Item Type:

Journal Article

Journal or Publication Title:

Statistics and Probability Letters

Uncontrolled Keywords:

/dk/atira/pure/subjectarea/asjc/2600/2613

Subjects:

?? generalised t-distributionsymmetric short-tailedshape parameterliver toxicitystatistics and probabilitystatistics, probability and uncertainty ??

Departments:

Faculty of Science and Technology > Mathematics and Statistics

ID Code:

76760

Deposited By:

ep_importer_pure

Deposited On:

23 Nov 2015 11:24

Refereed?:

Yes

Published?:

Published

Last Modified:

15 Jul 2024 15:36

URI:

https://eprints.lancs.ac.uk/id/eprint/76760