An accurate, tractable, and analytically integrable polynomial expansion of the skewed Student's t-distribution. Issue 1 (2nd January 2018)
- Record Type:
- Journal Article
- Title:
- An accurate, tractable, and analytically integrable polynomial expansion of the skewed Student's t-distribution. Issue 1 (2nd January 2018)
- Main Title:
- An accurate, tractable, and analytically integrable polynomial expansion of the skewed Student's t-distribution
- Authors:
- Costa, Liborio I.
- Abstract:
- ABSTRACT: An integrable polynomial expansion is derived for the skewed Student's t -distribution. Analytic integration of the density function results in a polynomial expression for the cumulative distribution function too, which is easily manageable from a numerical and mathematical point of view and enables computing quantiles with minimum numerical effort.
- Is Part Of:
- Communications in statistics. Volume 47:Issue 1(2018)
- Journal:
- Communications in statistics
- Issue:
- Volume 47:Issue 1(2018)
- Issue Display:
- Volume 47, Issue 1 (2018)
- Year:
- 2018
- Volume:
- 47
- Issue:
- 1
- Issue Sort Value:
- 2018-0047-0001-0000
- Page Start:
- 239
- Page End:
- 246
- Publication Date:
- 2018-01-02
- Subjects:
- Binomial series -- polynomial expansion -- quantile -- skewness -- Student's t-distribution
33B99 -- 41A58
Mathematical statistics -- Periodicals
Mathematics
Statistics
519.2 - Journal URLs:
- http://www.tandfonline.com/ ↗
- DOI:
- 10.1080/03610926.2017.1301478 ↗
- Languages:
- English
- ISSNs:
- 0361-0926
- Deposit Type:
- Legaldeposit
- View Content:
- Available online (eLD content is only available in our Reading Rooms) ↗
- Physical Locations:
- British Library DSC - 3363.432000
British Library DSC - BLDSS-3PM
British Library HMNTS - ELD Digital store - Ingest File:
- 5418.xml