First moments of the truncated and absolute Student's variates
Statistics Theory
2014-03-12 v2 Statistics Theory
Abstract
While some of the enclosed already is a well-known derivation, and the remaining may have been obtained in earlier publications, this note computes the first two moments of a Student's variate truncated at zero and of an absolute (or folded) Student's variate.
Cite
@article{arxiv.1111.6110,
title = {First moments of the truncated and absolute Student's variates},
author = {Christian P. Robert},
journal= {arXiv preprint arXiv:1111.6110},
year = {2014}
}
Comments
4 pages, 2 figures, corrections on the variance formula thanks to Dr. Piero Foscari