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Student-T distribution? RRS feed

  • Question

  • It appears that the Student-T distribution is not in the list of supported distributions. Is there a way to use the supported distributions to achieve the same effect (robustness to outliers)?

    The BEST model for group comparison (cf. John Kruschke, cannot include links or images in this post) makes use of the Student-T distribution. The number of degrees of freedom is shared by the two groups. I am wondering whether I can implement this model in Infer.NET.

    Thanks

    Wednesday, June 14, 2017 8:52 PM

Answers

  • Yes, you can implement that model, since a Student-T distribution is equivalent to a Gaussian whose precision parameter has a Gamma distribution.
    • Marked as answer by usptact Thursday, June 15, 2017 2:10 PM
    Thursday, June 15, 2017 6:34 AM
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