The First Negative Moment of Skew-t and Generalized Student's t-Distributions in the Principal Value Sense
The (Cauchy) principal value is a method for assigning values to certain improper integrals which would otherwise be undefined. Using the principal value sense, this study derives an explicit expression of the first negative moment of skew-t and generalized Student's t-distributions for practic...
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| Format: | Article |
| Language: | English |
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Wiley
2013-01-01
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| Series: | Journal of Applied Mathematics |
| Online Access: | http://dx.doi.org/10.1155/2013/732875 |
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| _version_ | 1832564534962814976 |
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| author | Chien-Yu Peng |
| author_facet | Chien-Yu Peng |
| author_sort | Chien-Yu Peng |
| collection | DOAJ |
| description | The (Cauchy) principal value is a method for assigning values to certain improper integrals which would otherwise be undefined. Using the principal value sense, this study derives an explicit expression of the first negative moment of skew-t and generalized Student's t-distributions for practical applications. Some applications obtained from the FNM of skew-t and generalized Student's t-distributions are also discussed. |
| format | Article |
| id | doaj-art-5c2e9f16189e4302abf54dfdfafae86b |
| institution | Kabale University |
| issn | 1110-757X 1687-0042 |
| language | English |
| publishDate | 2013-01-01 |
| publisher | Wiley |
| record_format | Article |
| series | Journal of Applied Mathematics |
| spelling | doaj-art-5c2e9f16189e4302abf54dfdfafae86b2025-02-03T01:10:48ZengWileyJournal of Applied Mathematics1110-757X1687-00422013-01-01201310.1155/2013/732875732875The First Negative Moment of Skew-t and Generalized Student's t-Distributions in the Principal Value SenseChien-Yu Peng0Institute of Statistical Science, Academia Sinica, Taipei 11529, TaiwanThe (Cauchy) principal value is a method for assigning values to certain improper integrals which would otherwise be undefined. Using the principal value sense, this study derives an explicit expression of the first negative moment of skew-t and generalized Student's t-distributions for practical applications. Some applications obtained from the FNM of skew-t and generalized Student's t-distributions are also discussed.http://dx.doi.org/10.1155/2013/732875 |
| spellingShingle | Chien-Yu Peng The First Negative Moment of Skew-t and Generalized Student's t-Distributions in the Principal Value Sense Journal of Applied Mathematics |
| title | The First Negative Moment of Skew-t and Generalized Student's t-Distributions in the Principal Value Sense |
| title_full | The First Negative Moment of Skew-t and Generalized Student's t-Distributions in the Principal Value Sense |
| title_fullStr | The First Negative Moment of Skew-t and Generalized Student's t-Distributions in the Principal Value Sense |
| title_full_unstemmed | The First Negative Moment of Skew-t and Generalized Student's t-Distributions in the Principal Value Sense |
| title_short | The First Negative Moment of Skew-t and Generalized Student's t-Distributions in the Principal Value Sense |
| title_sort | first negative moment of skew t and generalized student s t distributions in the principal value sense |
| url | http://dx.doi.org/10.1155/2013/732875 |
| work_keys_str_mv | AT chienyupeng thefirstnegativemomentofskewtandgeneralizedstudentstdistributionsintheprincipalvaluesense AT chienyupeng firstnegativemomentofskewtandgeneralizedstudentstdistributionsintheprincipalvaluesense |