Some Inferences on Skew-t Distribution of 2 Degrees of Freedom

Abstract

Understanding the properties of Skew distributions is important in many statistical applications. The Student-t distribution is widely used in statistics. Skew-t distribution is a useful model to describe data with heavy tails. In this paper several distributional properties of Skew-t distribution are given. Based on the distributional properties some characterizations of the Skew-t distribution are given.

Keywords

• Skew-t Distribution; Percentile Points; Characterizations.