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Skewed or Noncentral T Distribution 
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#1
Mar2712, 02:41 PM

P: 3

Hello,
I understand that the skewed tdistribution and the noncentral tdistribution are generalized, asymmetric forms of the tdistribution. Are they the same thing? If not, what is the difference between them? Thank you! 


#2
Mar2812, 02:24 AM

P: 74

Hi, it is quite impossible to satisfactory answer your question as there are several proposed modifications of the standard t distribution. See, e.g.:
Jones, M. C. and Faddy, M. J. (2003), A skew extension of the tdistribution, with applications. Journal of the Royal Statistical Society: Series B (Statistical Methodology), 65: 159–174. doi: 10.1111/14679868.00378 


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