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 |
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Format: | Artikel |
Sprache: | eng |
Schlagworte: | |
Online-Zugang: | Volltext |
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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. |
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ISSN: | 1066-5307 1934-8045 |
DOI: | 10.3103/S1066530715010056 |