Skewed or Noncentral T Distribution

pkxt · Mar 27, 2012

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!

camillio · Mar 28, 2012

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

Skewed or Noncentral T Distribution

Discussion

Similar threads

Undergrad Why does normal distribution turn into t distribution when variance is unknown?

Undergrad T-distribution, standard error - how to interpret

Undergrad Why does t-distribution standard deviation decrease with sample size?

Undergrad Why does the t distribution have more spread when variance is unknown?

Graduate Why is the non-central t-distribution the alternative hypothesis in a t-test?

Graduate Students t-distribution Derivation

Undergrad Student's t- distribution to construct a confidence interval question

Undergrad Confidence Intervals: t-distribution or normal distribution?

Undergrad T-Distribution and confidence interval)

Graduate Proving Variance of t Distribution