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:	http://dx.doi.org/doi:10.1111/1467-9884.00297
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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 Article
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/Department:	Mathematics, Computing and Technology > Mathematics and Statistics
Item ID:	22665
Depositing User:	Sarah Frain
Date Deposited:	11 Aug 2010 11:50
Last Modified:	02 Dec 2010 21:02
URI:	http://oro.open.ac.uk/id/eprint/22665

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