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Topic: Mean absolute deviation Student t distribution
Replies: 3   Last Post: Jul 11, 2012 11:47 AM

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Paul

Posts: 434
Registered: 7/12/10
Mean absolute deviation Student t distribution
Posted: Jul 10, 2012 7:42 AM
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If X is a set of data sampled from a Student-t distribution with n
degrees of freedom, then I would like to find out a formula for
E(abs(X)).

I would have thought this was an easy google but I came up empty-
handed.

The mathematica site (Wolfram) did have some formulae. However, when
I compared this to a matlab randomised trial with sample size 10^7 and
3 df, my answer was too different to Wolfram's answer.

Thank You,

Paul Epstein



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