An accurate, tractable, and analytically integrable polynomial expansion of the skewed Student’s t-distribution

Liborio I. Costa

Communications in Statistics - Theory and Methods, 2018, vol. 47, issue 1, 239-246

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.

Date: 2018
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DOI: 10.1080/03610926.2017.1301478

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