What are Hill plots and other graphical methods for assessing tail behavior?

Feb 11, 2010 ... I guess I can't leave comments just yet so this will have to be in the form of an answer: Assuming that the distributions have the same ... This article describes the formula syntax and usage of the T.INV function in Microsoft Excel. Returns the left-tailed inverse of the Student's t-distribution. Nov 5, 2009 ... This paper proposes a new class of asymmetric Student-t (AST) distributions, and investigates its properties, gives procedures for estimation, ... dt gives the density, pt gives the distribution function, qt gives the quantile function, and rt generates random deviates. Invalid arguments will result in ... Sep 30, 2022 ... Figure 1: Appearance variations of a gold object, according to various roughness parameters of Student's t-Distribution (STD) of slopes. Upper critical values of Student's t distribution with degrees of freedom. Probability of exceeding the critical value. 0.10 0.05 0.025 0.01 0.005 0.001. 1 ... Student t-distributions are very close to the standard normal distribution, and become closer as the number of degrees of freedom increases. May 27, 2021 ... Key Differences: With only a single degree of freedom, the t-distribution is much flatter and has fatter tails than the standard normal ... Recursive outlier-robust filtering and smoothing for nonlinear systems using the multivariate student-t distribution ... Student's t-distributed measurement noise ... Sep 3, 2018 ... The skew normal family is great for modeling skewed gaussian data, and the student t distribution is great for outliers.