摘要
本文首先介绍一种用来处理重尾数据的斜t分布,并给出其相应的基本数字特征.基于Laplace分布的对称性及重尾性,定义一种新的分布一斜Laplace分布,推导出新分布的密度函数和分布函数,且通过密度函数曲线图书其与Laplace分布进行比较.最后,证实所提斜Laplace分布的重尾性质.
In this paper, we first introduce the slash t distribution which can deal with heavy-tailed data sets, and give its basic numerical characteristics. Then a new distribution, called slash Laplace distribution, is defined according to the symmetry and the heavy-tailed property of the Laplace distribu- tion. We derive the probability density function and the cumulative distribution function of the proposed distribution, which is illustrated and compared with the Laplace distribution by density function curves. Finally, we demonstrate the h^nvv-t^il^A ~,~.r ~ ~.^ .4：~.~：~...~：__
出处
《数理统计与管理》
CSSCI
北大核心
2014年第1期72-82,共11页
Journal of Applied Statistics and Management
基金
国家自然科学基金资助项目(41071247
10901025)
关键词
T分布
斜t分布
斜Laplace分布
t distribution, slash t distribution, slash Laplace distribution
