Some Inferential Problems from Log Student’s T-distribution and its Multivariate Extension
نویسندگان
چکیده
Assumption of normality in statistical analysis had been a common practice many literature, but the event where small sample is obtainable, then assumption will lead to erroneous conclusion analysis. Taking large serious concern due various factors. In this paper, we further derived some inferential properties for log student’s t-distribution (simply log-t distribution) which makes it more suitable as substitute log-normal when carrying out on right-skewed data. Mathematical and Statistical such moments, cumulative distribution function, survival hazard function log-concavity are derived. We extend results case multivariate distribution; obtained marginal conditional distributions. The parameters estimation was done via maximum likelihood method, consequently its best critical region information matrix were order obtain asymptotic confidence interval. applications goodness-of-fit test carried two dataset from literature show model most appropriate.
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ژورنال
عنوان ژورنال: Revista Colombiana de Estadistica
سال: 2022
ISSN: ['0120-1751', '2389-8976']
DOI: https://doi.org/10.15446/rce.v45n1.90672