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The Folded t Distribution

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Author Info

  • Psarakis, Stelios
  • Panaretos, John

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

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Bibliographic Info

Paper provided by University Library of Munich, Germany in its series MPRA Paper with number 6257.

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Date of creation: 1990
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Publication status: Published in Communications in Statistics: A Theory and Methods 7.19(1990): pp. 2717-2734
Handle: RePEc:pra:mprapa:6257

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Related research

Keywords: Folded distributions; Folded normal distribution; Folded t distribution;

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Cited by:
  1. Tsagris, Michail & Beneki, Christina & Hassani, Hossein, 2013. "On the Folded Normal Distribution," MPRA Paper 53748, University Library of Munich, Germany.
  2. 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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