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 (Digital Object Identifier) Link:	https://doi.org/10.1111/1467-9884.00297
Google Scholar:	Look up in Google Scholar

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.

Item Type:	Journal Item
Copyright Holders:	2002 Royal Statistical Society
ISSN:	0039-0526
Keywords:	distribution theory; L-moment; quantile function; skew t-distribution; student's t-distribution; 2 degrees of freedom
Academic Unit/School:	Faculty of Science, Technology, Engineering and Mathematics (STEM) > Mathematics and Statistics Faculty of Science, Technology, Engineering and Mathematics (STEM)
Item ID:	22665
Depositing User:	Sarah Frain
Date Deposited:	11 Aug 2010 11:50
Last Modified:	04 Oct 2016 10:42
URI:	http://oro.open.ac.uk/id/eprint/22665
Share this page:

Altmetrics

Actions (login may be required)

CORE (COnnecting REpositories)

Policies | Disclaimer