Journal of Statistical Theory and Applications

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Volume 16, Issue 4, December 2017, Pages 419 - 426

Some Inferences on Skew-t Distribution of 2 Degrees of Freedom

Authors
Mohammad Ahsanullah, Valery B. Nevzorov
Corresponding Author
Mohammad Ahsanullah
Received 15 January 2017, Accepted 15 August 2017, Available Online 1 December 2017.
DOI
10.2991/jsta.2017.16.4.1How to use a DOI?
Keywords
Skew-t Distribution; Percentile Points; Characterizations.
Abstract

Understanding the properties of Skew distributions is important in many statistical applications. The Student-t distribution is widely used in statistics. Skew-t distribution is a useful model to describe data with heavy tails. In this paper several distributional properties of Skew-t distribution are given. Based on the distributional properties some characterizations of the Skew-t distribution are given.

Copyright
© 2018, the Authors. Published by Atlantis Press.
Open Access
This is an open access article distributed under the CC BY-NC license (http://creativecommons.org/licenses/by-nc/4.0/).

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Next Article In Issue>
Journal
Journal of Statistical Theory and Applications
Volume-Issue
16 - 4
Pages
419 - 426
Publication Date
2017/12/01
ISSN (Online)
2214-1766
ISSN (Print)
1538-7887
DOI
10.2991/jsta.2017.16.4.1How to use a DOI?
Copyright
© 2018, the Authors. Published by Atlantis Press.
Open Access
This is an open access article distributed under the CC BY-NC license (http://creativecommons.org/licenses/by-nc/4.0/).

Cite this article

risenwbib
TY  - JOUR
AU  - Mohammad Ahsanullah
AU  - Valery B. Nevzorov
PY  - 2017
DA  - 2017/12/01
TI  - Some Inferences on Skew-t Distribution of 2 Degrees of Freedom
JO  - Journal of Statistical Theory and Applications
SP  - 419
EP  - 426
VL  - 16
IS  - 4
SN  - 2214-1766
UR  - https://doi.org/10.2991/jsta.2017.16.4.1
DO  - 10.2991/jsta.2017.16.4.1
ID  - Ahsanullah2017
ER  -