Int J Performability Eng ›› 2015, Vol. 11 ›› Issue (5): 509-512.doi: 10.23940/ijpe.15.5.p509.mag
• Short Communications •
LAMBERT PIERRAT1 and SAMUEL KOTZ2
In the expression corresponding to the Shannon’s entropy of the Student-t distribution the gamma and digamma integral functions appear. We propose a simple analytical approximation for its entropy function for all degrees of freedom which assures the continuity between normal and Cauchy distributions. A possible application is to define a normal distribution “equivalent” of the Student-t, usable for any degrees of freedom (integral or fractional) larger than 7.
LAMBERT PIERRAT SAMUEL KOTZ. A Simple Analytic Approximation for Entropy of Student-t Distribution and its Relation with Normal Distribution [J]. Int J Performability Eng, 2015, 11(5): 509-512.
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