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What is the source you use for the PPF and CDF of Hansen's skewed T? I read his paper, but he only shows the PDF. Is there a follow up paper that derives the PPF and CDF?
Thanks,
The text was updated successfully, but these errors were encountered:
Hi Tino,
What is the source you use for the PPF and CDF of Hansen's skewed T? I read his paper, but he only shows the PDF. Is there a follow up paper that derives the PPF and CDF?
Thanks,
The text was updated successfully, but these errors were encountered: