Skewed or Noncentral T Distribution

  1. Mar 27, 2012 #1
    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!
     
  2. jcsd
  3. Mar 28, 2012 #2
    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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