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The Folded t Distribution


  • Psarakis, Stelios
  • Panaretos, John


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

Suggested Citation

  • Psarakis, Stelios & Panaretos, John, 1990. "The Folded t Distribution," MPRA Paper 6257, University Library of Munich, Germany.
  • Handle: RePEc:pra:mprapa:6257

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    References listed on IDEAS

    1. Panaretos, John & Xekalaki, Evdokia, 1986. "The stuttering generalized waring distribution," Statistics & Probability Letters, Elsevier, vol. 4(6), pages 313-318, October.
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    Cited by:

    1. repec:eee:jbfina:v:82:y:2017:i:c:p:1-19 is not listed on IDEAS
    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.
    3. Tsagris, Michail & Beneki, Christina & Hassani, Hossein, 2013. "On the Folded Normal Distribution," MPRA Paper 53748, University Library of Munich, Germany.
    4. Liu, Xiaochun & Luger, Richard, 2015. "Unfolded GARCH models," Journal of Economic Dynamics and Control, Elsevier, vol. 58(C), pages 186-217.

    More about this item


    Folded distributions; Folded normal distribution; Folded t distribution;

    JEL classification:

    • C1 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General


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