The First Negative Moment of Skew-t and Generalized Student's t-Distributions in the Principal Value Sense
The (Cauchy) principal value is a method for assigning values to certain improper integrals which would otherwise be undefined. Using the principal value sense, this study derives an explicit expression of the first negative moment of skew-t and generalized Student's t-distributions for practic...
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| Format: | Article |
| Language: | English |
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Hindawi Limited
2013-01-01
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| Series: | Journal of Applied Mathematics |
| Online Access: | http://dx.doi.org/10.1155/2013/732875 |