Munich Personal RePEc Archive

The Folded t Distribution

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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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

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