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 |