Psarakis, Stelios and Panaretos, John (1990): The Folded t Distribution. Published in: Communications in Statistics: A Theory and Methods , Vol. 19, No. 7 (1990): pp. 2717-2734.
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Abstract
Measurements are frequently recorder without their algebraic sign. As a consequence the underlying distribution of measurements is replaced by a distribution of absolute measurements. When the underlying distribution is t the resulting distribution is called the “folded-t distribution”. Here we study this distribution, we find the relationship between the folded-t distribution and a special case of the folded normal distribution and we derive relationships of the folded-t distribution to other distributions pertaining to computer generation. Also tables are presented which give areas of the folded-t distribution
| Item Type: | MPRA Paper |
|---|---|
| Original Title: | The Folded t Distribution |
| Language: | English |
| Keywords: | Folded distributions, Folded normal distribution, Folded t distribution |
| Subjects: | C - Mathematical and Quantitative Methods > C1 - Econometric and Statistical Methods and Methodology: General |
| Item ID: | 6257 |
| Depositing User: | J Panaretos |
| Date Deposited: | 13 Dec 2007 07:25 |
| Last Modified: | 30 Sep 2019 23:53 |
| URI: | https://mpra.ub.uni-muenchen.de/id/eprint/6257 |
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