First moments of the truncated and absolute Student's variates

Christian Robert (1, 2, 3)

1 CEREMADE - CEntre de REcherches en MAthématiques de la DEcision
2 CREST - Centre de Recherche en Économie et Statistique
3 IUF - Institut universitaire de France

While some of the enclosed already is a well-known derivation, and the remaining may have been obtained in earlier publications, this note computes the first two moments of a Student's variate truncated at zero and of an absolute (or folded) Student's variate.

Domaines: Théorie [stat.TH]

Christian Robert. First moments of the truncated and absolute Student's variates. 2011. ⟨hal-00656867⟩