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The Folded t Distribution

Author

Listed:
  • Psarakis, Stelios
  • Panaretos, John

Abstract

Measurements are frequently recorder without their algebraic sign. As a consequence the underlying distribution of measurements is replaced by a distribution of absolute measurements. When the underlying distribution is t the resulting distribution is called the “folded-t distribution”. Here we study this distribution, we find the relationship between the folded-t distribution and a special case of the folded normal distribution and we derive relationships of the folded-t distribution to other distributions pertaining to computer generation. Also tables are presented which give areas of the folded-t distribution

Suggested Citation

  • Psarakis, Stelios & Panaretos, John, 1990. "The Folded t Distribution," MPRA Paper 6257, University Library of Munich, Germany.
    • Handle: RePEc:pra:mprapa:6257
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    File URL: https://mpra.ub.uni-muenchen.de/6257/1/MPRA_paper_6257.pdf
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    Citations

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    Cited by:

    1. Moming Li & Guoqing Diao & Jing Qin, 2020. "On symmetric semiparametric two‐sample problem," Biometrics, The International Biometric Society, vol. 76(4), pages 1216-1228, December.
    2. Michail Tsagris & Christina Beneki & Hossein Hassani, 2014. "On the Folded Normal Distribution," Mathematics, MDPI, vol. 2(1), pages 1-17, February.
    3. Psarakis, Stelios & Panaretos, John, 2001. "On Some Bivariate Extensions of the Folded Normal and the Folded-T Distributions," MPRA Paper 6383, University Library of Munich, Germany.
    4. Liu, Xiaochun, 2017. "Unfolded risk-return trade-offs and links to Macroeconomic Dynamics," Journal of Banking & Finance, Elsevier, vol. 82(C), pages 1-19.
    5. Liu, Xiaochun & Luger, Richard, 2015. "Unfolded GARCH models," Journal of Economic Dynamics and Control, Elsevier, vol. 58(C), pages 186-217.

    More about this item

    Keywords

    Folded distributions; Folded normal distribution; Folded t distribution;
    All these keywords.

    JEL classification:

    • C1 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General

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