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A truncated \(t\) distribution. (English) Zbl 1130.62308

Summary: A truncated version of the Student \(t\) distribution is introduced. Unlike the \(t\) distribution, this possesses finite moments of all orders and could therefore be a better model for certain practical situations. Two such situations are discussed. Explicit expressions for the moments of the truncated distribution are also derived.

MSC:

62E10 Characterization and structure theory of statistical distributions
33C90 Applications of hypergeometric functions