First moments of the truncated and absolute Student's variates

Details First moments of the truncated and absolute Student's variates First moments of the truncated and absolute Student's variates

2011-11-25

arxiv.org/abs/1111.6110v1

Mathematics

Statistics Theory

4 pages, 2 figures

Scientific paper

While 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.

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