Narongdech Saipornchai and Kamon Budsaba

pp. 1123 - 1134

Abstract

The purpose of this research is to find another way to generate Jones and Faddy's skew t random
variable and to construct quantile table, coefficient of skewness, coefficient of kurtosis and coefficient of
variation tables of Jones and Faddy's skew t distribution. Graphs of its probability density function and
graphs of its distribution function are also presented. The results of this study show that Jones and Faddy's
skew t random variable can be generated from a beta random variable on (-1,1). The coefficients of skewness
and kurtosis of the distribution depend on parameters a and b. The coefficient of variation of Jones and
Faddy's skew t distribution can be calculated.