共查询到3条相似文献,搜索用时 0 毫秒
1.
Saralees Nadarajah 《Statistical Papers》2009,50(3):605-615
The Student’s t distribution has become increasingly prominent and is considered as a competitor to the normal distribution. Motivated by
real examples in Physics, decision sciences and Bayesian statistics, a new t distribution is introduced by taking the product of two Student’s t pdfs. Various structural properties of this distribution are derived, including its cdf, moments, mean deviation about the
mean, mean deviation about the median, entropy, asymptotic distribution of the extreme order statistics, maximum likelihood
estimates and the Fisher information matrix. Finally, an application to a Bayesian testing problem is illustrated. 相似文献
2.
Tsung-I Lin 《Statistics and Computing》2010,20(3):343-356
This paper presents a robust mixture modeling framework using the multivariate skew t distributions, an extension of the multivariate Student’s t family with additional shape parameters to regulate skewness. The proposed model results in a very complicated likelihood.
Two variants of Monte Carlo EM algorithms are developed to carry out maximum likelihood estimation of mixture parameters.
In addition, we offer a general information-based method for obtaining the asymptotic covariance matrix of maximum likelihood
estimates. Some practical issues including the selection of starting values as well as the stopping criterion are also discussed.
The proposed methodology is applied to a subset of the Australian Institute of Sport data for illustration. 相似文献
3.
Rainer Schlittgen 《Statistical Papers》2009,50(2):451-452