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The Generalized T-Distribution and Its Applications

Author: JiangLiPing
Tutor: WangDeHui
School: Jilin University
Course: Probability Theory and Mathematical Statistics
Keywords: Generalized T Distribution k-order origin moment Moment estimation Maximum likelihood estimation
CLC: O211.3
Type: Master's thesis
Year: 2011
Downloads: 74
Quote: 0
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Abstract


In modern statistical theory , we are in a large study of various types of distribution of its nature , when the original distribution can not meet the actual requirements , we will seek a new distribution . Use and effectiveness of the actual economic and production areas , statistical methods more and more obvious , and thus the sample fitting more and more meaningful . normally , we are used to fit the distribution normal distribution , t-distribution , exponential distribution , often encountered in such a class . situation, many of the data obtained in the economy or production exhibit some characteristics , they have a certain degree of deflection , and when this skew resistance appears in a number of sample data , indicating that they obey the distribution should have a certain skew , then this article then the traditional sense of the normal distribution , t-distribution to fit the inappropriate this requires us to seek new distribution function to adapt to this skewed sex , better characterization of the sample data . main purpose is used t distribution promotion for more sample data in the study based on based on a number of scholars , to learn from some of the methods , this article t distribution will eventually be extended to the generalized T distribution , it has some new characteristics , such as skew t distribution in the traditional sense is generalized T distribution family special one in the article \method to promote the traditional sense of the normal distribution n (μ, σ2) generalized normal paper will draw on a similar approach , through the a strict derivation and demonstration , the degrees of freedom n the t-distribution extended into generalized T distribution , and study its basic nature . generalized T distribution moments of nature study , generalized T distribution parameter estimates become convenient also cited some examples to illustrate the broad applicability of generalized T distribution , including the parameters comparison between the estimated value and the true value can be seen from the application part , the introduction of the generalized T distribution expansion of the distribution function of the total , and has a certain practicality , so that in some practical applications of data fitting problem convenient and accurate.

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CLC: > Mathematical sciences and chemical > Mathematics > Probability Theory and Mathematical Statistics > Theory of probability ( probability theory, probability theory ) > Distribution theory
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