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Jones, M. C.
(2002).
DOI: https://doi.org/10.1111/1467-9884.00297
Abstract
In this paper, I note the pedagogical advantages of an existing, but largely ignored, simple symmetric distribution on the real line: Student's t-distribution on 2 degrees of freedom. The t2-distribution has particularly simple forms for its distribution and quantile functions, and these lead to simply calculated values for a whole host of basic properties of the distribution. In addition, distributions of order statistics from the t2-distribution lead to a recently introduced skew t family of distributions.
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About
- Item ORO ID
- 22665
- Item Type
- Journal Item
- ISSN
- 0039-0526
- Keywords
- distribution theory; L-moment; quantile function; skew t-distribution; student's t-distribution; 2 degrees of freedom
- Academic Unit or School
-
Faculty of Science, Technology, Engineering and Mathematics (STEM) > Mathematics and Statistics
Faculty of Science, Technology, Engineering and Mathematics (STEM) - Copyright Holders
- © 2002 Royal Statistical Society
- Depositing User
- Sarah Frain