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Paul
Posts:
624
Registered:
7/12/10


Mean absolute deviation Student t distribution
Posted:
Jul 10, 2012 7:42 AM


If X is a set of data sampled from a Studentt 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



