一种新的鲁棒最小二乘分布
A new distribution for robust least squares
摘要：
引入了一种新的分布，我们称之为双t分布。该分布与t分布一样是重尾分布，但在曲线的中心部分更接近正态分布。它的属性进行了描述，例如，pdf，分布函数，时刻，和随机数生成。这种分布可能有很多应用，但在这里，我们重点关注它作为健壮性的辅助工具。我们给出了它在稳健回归和曲线拟合中的应用实例。扩展，如斜和多变量双t分布，和双
英文摘要：
A new distribution is introduced, which we call the twin-t distribution. This distribution is heavy-tailed like the t distribution, but closer to normality in the central part of the curve. Its properties are described, e.g. the pdf, the distribution function, moments, and random number generation. This distribution could have many applications, but here we focus on its use as an aid to robustness. We give examples of its application in robust regression and in curve fitting. Extensions such as skew and multivariate twin-t distributions, and a twin of
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