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Business Analytics

Some New Developments of the Student-t Distribution

Dr Boris Choy, Discipline of Business Analytics, University of Sydney Business School

16th Nov 2012  11:00 am - 12:00 pm Room 498 Merewether Building H04

This talk presents some well-known and new properties of the Student-t distribution. Some of the properties improve the model ability of the distribution and some make the model implementation of the Student-t distribution as easy as the normal distribution using Bayesian computational methods. Actuarial and financial applications will be given.