Open AccessMeaning of an escort distribution andτ-transformation
Author(s) -
Masaru Tanaka
Publication year - 2010
Publication title -
journal of physics. conference series
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.21
H-Index - 85
eISSN - 1742-6596
pISSN - 1742-6588
DOI - 10.1088/1742-6596/201/1/012007
Subject(s) - half normal distribution , variance gamma distribution , normal distribution , inverse chi squared distribution , log cauchy distribution , ratio distribution , distribution (mathematics) , mathematics , q function , compound probability distribution , f distribution , distribution fitting , lévy distribution , transformation (genetics) , student's t distribution , truncated normal distribution , probability density function , probability distribution , mathematical analysis , statistics , cumulative distribution function , asymptotic distribution , biochemistry , gene , volatility (finance) , chemistry , estimator , econometrics , autoregressive conditional heteroskedasticity