KARAKTERISTIK FUNGSI DISTRIBUSI FOUR-PARAMETER GENERALIZED-t

Abstract

This research is about the characteristic function of four-parameter generalized t
distribution. Four-parameter generalized t distribution has four parameters which
are μ as a location parameter, σ as a scale parameter, p and q as a shape
parameter, and B as a function of beta. The characteristic function are retrieved
from the expectation of e itx , where i as a imaginary number. Then, the characteristic
function of four-parameter generalized t distribution was able to be determined by
using definition and trigonometric expansions. Based on those two methods this
study got the same results and then will be continued proving the fundamental
properties of the characteristic function of four-parameter generalized t distribution.
Furthermore, it needs graph simulation on a characteristic function of four-
parameter generalized t distribution. Graph simulation result on the characteristic
function of four- parameter generalized t distribution was formed a closed curve
(circle) are smooth.

Keywords: four-parameter generalized t distribution, characteristic function,
graph simulation