Jones, M. C.
(2000). *t* distribution.*Probability and Statistical Models with Applications.*
London: Chapman & Hall/CRC, pp. 269–278.

URL: | http://www.crcpress.com/product/isbn/9781584881247... |
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## Abstract

I first consider the formulation and properties of a new skew family of distributions on the real line which includes the (symmetric) Student *t* distributions as special cases. The family can be obtained through a simple generalization of a representations of the *t* distribution in Cacoullos (1965). I go on to explore briefly two ways in which bivariate distributions with skew *t* margins can be developed.

Item Type: | Book Chapter |
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Copyright Holders: | 2001 Chapman & Hall/CRC |

ISBN: | 1-58488-124-0, 978-1-58488-124-7 |

Keywords: | beta distribution; Dirichlet distribution; multivariate t and beta distributions; skewness; student t distribution |

Academic Unit/Department: | Mathematics, Computing and Technology > Mathematics and Statistics Mathematics, Computing and Technology |

Item ID: | 22685 |

Depositing User: | Sarah Frain |

Date Deposited: | 25 Aug 2010 11:02 |

Last Modified: | 15 Jan 2016 14:47 |

URI: | http://oro.open.ac.uk/id/eprint/22685 |

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