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The t statistic of the skew elliptical distributions |
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| Affiliation: | 1. College of Mathematics and Computing Sciences, Changsha University of Science and Technology, 410004, Changsha, Hunan, China;2. Department of Mathematics and Statistics, Concordia University, 1455 de Maisonneuve Blvd. West, Montreal, Quebec, H3G 1M8, Canada;1. Monash University, Australia;2. KU Leuven, Belgium;3. University of Amsterdam, Netherlands |
| Abstract: | This paper studies the properties of the generalized t statistic when the sample comes from the skew elliptical distributions. Several forms of the probability density functions are obtained. The robustness of the one-sided t test in the family of the skew normal distributions is investigated. |
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