| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 1152040 | Statistics & Probability Letters | 2013 | 8 Pages |
Abstract
We introduce a natural extension of the Student’s tt-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 tt-distribution. We illustrate the use of this distribution with an application to pharmaceutical data.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Ioannis Papastathopoulos, Jonathan A. Tawn,