| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 1145124 | Journal of the Korean Statistical Society | 2008 | 7 Pages |
Abstract
Truncated moments (TMs) are derived for the generalized Student-tt distribution. It is obtained by using a scale mixture of doubly truncated standard normal distribution. Closed form formulae for the TMs are presented up to NNth order under the doubly truncated case (having both upper and lower truncation points). Necessary theories and two applications are provided.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Hea-Jung Kim,