Characteristic function of the SGT distribution |
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| Authors: | Saralees Nadarajah |
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| Institution: | School of Mathematics , University of Manchester , Manchester , M13 9PL , UK |
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| Abstract: | An explicit closed form is derived for the characteristic function for the skew generalized t distribution studied by Arslan and Genç The skew generalized t (SGT) distribution as the scale mixture of a skew exponential power distribution and its applications in robust estimation, Statistics 43(5) (2009), pp. 481–498]. The expression involves the Wright generalized hypergeometric Ψ–function. |
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| Keywords: | characteristic function skew generalized t distribution wright generalized hypergeometric Ψ–function |
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