The Folded t Distribution
AbstractMeasurements 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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Bibliographic InfoPaper provided by University Library of Munich, Germany in its series MPRA Paper with number 6257.
Date of creation: 1990
Date of revision:
Publication status: Published in Communications in Statistics: A Theory and Methods 7.19(1990): pp. 2717-2734
Folded distributions; Folded normal distribution; Folded t distribution;
Find related papers by JEL classification:
- C1 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General
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- Tsagris, Michail & Beneki, Christina & Hassani, Hossein, 2013. "On the Folded Normal Distribution," MPRA Paper 53748, University Library of Munich, Germany.
- Psarakis, Stelios & Panaretos, John, 2001. "On Some Bivariate Extensions of the Folded Normal and the Folded-T Distributions," MPRA Paper 6383, University Library of Munich, Germany.
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