IMPERIAL COLLEGE STATISTICS SECTION SEMINARS
Seminars start at 2pm and will be held in Room 140 of the Huxley Building at Imperial
College on the South Kensington Campus. Enquiries to [log in to unmask]
Friday 29th October
Chris Jones (Open University).
A skew t-distribution.
The centrepoint of the talk will be the formulation and properties of a
new skew family of distributions on the real line which includes the
(symmetric) Student t distribution as a special case. This might be
useful in studying robustness to normality assumptions and also for
fitting to data, simultaneously affording moderate amounts of both skewness
and heavy-tailedness. I will also briefly introduce two interesting new
bivariate distributions which have skew t marginals. In the course of the
talk, there'll be one or two tangential excursions into other aspects of
the wonderful world of distribution theory!
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