- The Cumulants of the Non-normal t Distribution
- The Cumulants of the Non-normal t Distribution
- ㆍ 저자명
- Hwang. Hark
- ㆍ 간행물명
- 통계학연구
- ㆍ 권/호정보
- 1976년|5권 2호|pp.91-100 (10 pages)
- ㆍ 발행정보
- 한국통계학회
- ㆍ 파일정보
- 정기간행물|ENG| PDF텍스트
- ㆍ 주제분야
- 기타
The use of the statistic $t = sqrt{n} (x-mu)/S$, where $ar{X) = sum X_i/n, mu = E(X_i), S^2 = sum(X_i-ar{X})^2/(n-1)$ in statistical inference is usually done under the assumption of normality of the population. If the population is not normally distributed the tabulated values of student t are no longer valid. The moments of t are obtained as a power series in $1/sqar{n}$ whose coefficients are functions of the cumulants of X. The cumulants are obtained from the moments in the usual manner. The first eight cumulants of t are given up to terms of order $1/n^3$. The first eight cumulants of t are given up to terms of order $1/n^3$. These results extend those of Geary who gave the first six cumulants of t to order $1/n^2$.