First moments of the truncated and absolute Student's variates
Christian P. Robert (Universite Paris-Dauphine, IUF, and CREST)

TL;DR
This paper derives the first two moments of truncated and absolute Student's t-distributed variables, providing analytical results for these modified distributions.
Contribution
It offers new analytical expressions for the moments of truncated and folded Student's t-distributions, extending existing knowledge.
Findings
Derived the first two moments of truncated Student's t-distribution.
Derived the first two moments of absolute (folded) Student's t-distribution.
Results facilitate statistical analysis involving truncated or folded t-distributions.
Abstract
While some of the enclosed already is a well-known derivation, and the remaining may have been obtained in earlier publications, this note computes the first two moments of a Student's variate truncated at zero and of an absolute (or folded) Student's variate.
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Taxonomy
TopicsOptimal Experimental Design Methods · Advanced Statistical Methods and Models · Multi-Criteria Decision Making
