Description: SkewT distribution has been widely used recently. Different from traditional Normality and Student-t distribution, SkewT parameterizes both tail-thickness and skewness. SkewT is valuable to financial applications and studies, and other statistic tool. SkewT is firstly introduced by Bruce E. Hansen(1994). This package includes M files on the density of SkewT, CDF, random number generator and theoretical moments of SkewT.
- [Statistic] - Probability Theory and Mathematical Stat
File list (Check if you may need any files):
SkTCodes\TestSkTSim.m
........\GTdens.m
........\SkTCDF.m
........\TestSkTCDF.m
........\SkTCDFInv.m
........\TestSkTCDFInv.m
........\SkTSim.m
........\SkTnum_mom.m
........\SkTtheo_mom.m
SkTCodes
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