论文信息 - The Moments of a Doubly Noncentral t-Distribution

The Moments of a Doubly Noncentral t-Distribution

Abstract This paper gives analytic expressions for the moments and recurrence relations for the first four raw moments of a doubly noncentral t-distribution with v degrees of freedom and noncentrality parameters δ and λ. Table I provides numerical values of these moments for v = 2 (1) 20, λ = 2 (2) 8 (4) 20 and any suitable δ. Two approximations to the t″-distribution, involving the moments, are considered.

Marakatha Krishnan | Marakatha Krishnan

[1] A. Erdélyi,et al. Higher Transcendental Functions , 1954 .

[2] George J. Resnikoff,et al. Tables of the Non-Central t-Distribution. , 1957 .

[3] Lucy Joan Slater. Confluent Hypergeometric Functions , 1960 .

[4] H. Robbins. The Distribution of Student's $t$ When the Population Means are Unequal , 1948 .

[5] B. Harley. RELATION BETWEEN THE DISTRIBUTIONS OF NON-CENTRAL t AND OF A TRANSFORMED CORRELATION COEFFICIENT , 1957 .

[6] N. L. Johnson,et al. APPLICATIONS OF THE NON-CENTRAL t-DISTRIBUTION , 1940 .

[7] F. David,et al. Tables of the Ordinates and Probability Integral of the Distribution of the Correlation Coefficient in Small Samples , 1938 .

[8] C. Eeden. Some approximations to the percentage points of the non-central t-distribution , 1959 .

[9] R. S. Pinkham,et al. The moments of the non-central t-distribution , 1961 .