Monotone tail and moment ratio properties of Student’s family of distributions

Let G p denote the tail function of Student’s distribution with p degrees of freedom. It is shown that the ratio G q ( x )/ G p ( x ) is decreasing in x > 0 for any p and q such that 0 < p < q ≤ ∞ . Therefore, G q ( x ) < G p ( x ) for all such p and q and all x > 0. Corollaries on th...

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Veröffentlicht in:Mathematical methods of statistics 2015, Vol.24 (1), p.74-79
1. Verfasser: Pinelis, I.
Format: Artikel
Sprache:eng
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Zusammenfassung:Let G p denote the tail function of Student’s distribution with p degrees of freedom. It is shown that the ratio G q ( x )/ G p ( x ) is decreasing in x > 0 for any p and q such that 0 < p < q ≤ ∞ . Therefore, G q ( x ) < G p ( x ) for all such p and q and all x > 0. Corollaries on the monotonicity of (generalized) moments and ratios thereof are also given.
ISSN:1066-5307
1934-8045
DOI:10.3103/S1066530715010056