Student's simplest distribution

Jones, M. C. (2002). Student's simplest distribution. Journal of the Royal Statistical Society: Series D (The Statistician), 51(1) pp. 41–49.

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