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Skewed or Noncentral T Distribution

by pkxt
Tags: distribution, noncentral, skewed
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pkxt
#1
Mar27-12, 02:41 PM
P: 3
Hello,

I understand that the skewed t-distribution and the noncentral t-distribution are generalized, asymmetric forms of the t-distribution.

Are they the same thing?

If not, what is the difference between them?

Thank you!
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camillio
#2
Mar28-12, 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 t-distribution, with applications. Journal of the Royal Statistical Society: Series B (Statistical Methodology), 65: 159–174. doi: 10.1111/1467-9868.00378


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