On the heavy-tailedness of Student's \(t\)-statistic

DOI10.3150/10-BEJ262zbMath1284.60033arXiv1102.2072MaRDI QIDQ637101

Fredrik Jonsson

Publication date: 2 September 2011

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1102.2072

zbMATH Keywords

robustnessfiniteness of moments\(t\)-test\(t\)-distributionsStudent's \(t\)-statistic

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Asymptotic distribution theory in statistics (62E20) Statistics of extreme values; tail inference (62G32) Probability distributions: general theory (60E05) Characterization and structure theory of statistical distributions (62E10)

Related Items (1)

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Cites Work

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• When is the Student \(t\)-statistic asymptotically standard normal?
• Limit distributions of Studentized means.
• On Student's 1908 Article “The Probable Error of a Mean”
• Probability: A Graduate Course

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