论文信息 - A generalised Student's t-distribution

A generalised Student's t-distribution

We introduce a natural extension of the Student’s t-distribution that also allows for a negative shape parameter or more commonly referred to as the degrees of freedom of this distribution. This distribution unifies all types of tail decay and allows extra flexibility in the kurtosis of the t-distribution. We illustrate the use of this distribution with an application to pharmaceutical data.

Jonathan A. Tawn | Ioannis Papastathopoulos

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