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dc.contributor.authorRobert, Christian P.
dc.date.accessioned2012-01-10T15:49:30Z
dc.date.available2012-01-10T15:49:30Z
dc.date.issued2011
dc.identifier.urihttps://basepub.dauphine.fr/handle/123456789/7850
dc.language.isoenen
dc.subjectvarianceen
dc.subjectmeanen
dc.subjectStudent's t distributionen
dc.subject.ddc519en
dc.titleFirst moments of the truncated and absolute Student's variatesen
dc.typeDocument de travail / Working paper
dc.contributor.editoruniversityotherInstitut Universitaire de France (IUF) http://iuf.amue.fr/ Ministère de l'Enseignement Supérieur et de la Recherche Scientifique;France
dc.contributor.editoruniversityotherCentre de Recherche en Économie et Statistique (CREST) http://www.crest.fr/ INSEE – École Nationale de la Statistique et de l'Administration Économique;France
dc.description.abstractenWhile some of the enclosed already is a well-known derivation, and the remaining may have been obtained in earlier publications, this note computes the first two moments of a Student's variate truncated at zero and of an absolute (or folded) Student's variate.en
dc.publisher.nameUniversité Paris-Dauphineen
dc.publisher.cityParisen
dc.identifier.citationpages4en
dc.identifier.urlsitehttp://fr.arxiv.org/abs/1111.6110en
dc.description.sponsorshipprivateouien
dc.subject.ddclabelProbabilités et mathématiques appliquéesen


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