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 - 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.