folded t distribution

mean of an absolute Student’s t

November 30, 2011 | xi'an

Having (rather foolishly) involved myself into providing an answer for Cross Validated: “Can the standard deviation of non-negative data exceed the mean?“, I ended up having to derive the mean of the absolute value of a Student’s variate X.  (Well, not really, but then I did.) I think the ... [Read more...]

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