# Skew Student T Distr? (Hansen or Fernandes Steel)

**URL:** <https://discourse.julialang.org/t/skew-student-t-distr-hansen-or-fernandes-steel/131041>\
**Category:** Statistics\
**Created:** [July 25, 2025, 4:50am UTC](https://discourse.julialang.org/t/skew-student-t-distr-hansen-or-fernandes-steel/131041 "2025-07-25T04:50:17Z")\
**Posts on this page:** 7\
**Page:** 1

<div class="post-metadata">

**Author:** ![Alex1](https://sea2.discourse-cdn.com/julialang/user_avatar/discourse.julialang.org/alex1/32/11771_2.png) [@Alex1](https://discourse.julialang.org/u/Alex1)\
**Post date:** [July 25, 2025, 4:50am UTC](https://discourse.julialang.org/t/skew-student-t-distr-hansen-or-fernandes-steel/131041/1 "2025-07-25T04:50:17Z")

</div>

Hi, is there a Skew Student T implementation in Julia?

Hansen or Fernandes-Steel variants, with analytical pdf, cdf, quantile?

---

<div class="post-metadata">

**Author:** ![technocrat](https://sea2.discourse-cdn.com/julialang/user_avatar/discourse.julialang.org/technocrat/32/220947_2.png) [@technocrat](https://discourse.julialang.org/u/technocrat)\
**Post date:** [July 25, 2025, 4:58am UTC](https://discourse.julialang.org/t/skew-student-t-distr-hansen-or-fernandes-steel/131041/2 "2025-07-25T04:58:55Z")

</div>

> [@Alex1](#):
>
> is there a Skew Student T implementation in Julia?
> 
> Hansen or Fernandes-Steel variants, with analytical pdf, cdf, quantile?

You’ll have to track it down, since it appears not to be registered, but check [[ANN] ARCHModels.jl](https://discourse.julialang.org/t/ann-archmodels-jl/21348) and the [JSTATS paper](https://www.jstatsoft.org/article/view/v107i05/4498).

---

<div class="post-metadata">

**Author:** ![Alex1](https://sea2.discourse-cdn.com/julialang/user_avatar/discourse.julialang.org/alex1/32/11771_2.png) [@Alex1](https://discourse.julialang.org/u/Alex1)\
**Post date:** [July 25, 2025, 5:16am UTC](https://discourse.julialang.org/t/skew-student-t-distr-hansen-or-fernandes-steel/131041/3 "2025-07-25T05:16:38Z")

</div>

Indeed it has `StdSkewT` thank you!

---

<div class="post-metadata">

**Author:** ![Alex1](https://sea2.discourse-cdn.com/julialang/user_avatar/discourse.julialang.org/alex1/32/11771_2.png) [@Alex1](https://discourse.julialang.org/u/Alex1)\
**Post date:** [July 25, 2025, 9:35am UTC](https://discourse.julialang.org/t/skew-student-t-distr-hansen-or-fernandes-steel/131041/4 "2025-07-25T09:35:41Z")

</div>

Actually, it has PDF and Quantile but not the CDF function

> <https://github.com/s-broda/ARCHModels.jl/blob/master/src/univariatestandardizeddistributions.jl#L257>

---

<div class="post-metadata">

**Author:** ![technocrat](https://sea2.discourse-cdn.com/julialang/user_avatar/discourse.julialang.org/technocrat/32/220947_2.png) [@technocrat](https://discourse.julialang.org/u/technocrat)\
**Post date:** [July 25, 2025, 10:03am UTC](https://discourse.julialang.org/t/skew-student-t-distr-hansen-or-fernandes-steel/131041/5 "2025-07-25T10:03:23Z")

</div>

> [@Alex1](#):
>
> Skew Student T implementation in Julia?
> 
> Hansen or Fernandes-Steel variants, with analytical pdf, cdf, quantile?

It has been claimed

> Since Hansen’s skew T is just two half-T distributions squished together and appropriately normaluzed to be a density, it is pretty easy to directly compute the PPF and CDF by parts.

Haven’t tried it myself.

---

<div class="post-metadata">

**Author:** ![Alex1](https://sea2.discourse-cdn.com/julialang/user_avatar/discourse.julialang.org/alex1/32/11771_2.png) [@Alex1](https://discourse.julialang.org/u/Alex1)\
**Post date:** [July 26, 2025, 8:45am UTC](https://discourse.julialang.org/t/skew-student-t-distr-hansen-or-fernandes-steel/131041/6 "2025-07-26T08:45:46Z")

</div>

I [implemented SkewT](https://github.com/al6x/profit_hunting/blob/main/lib/skewt.jl) Hanson variant

It has analytical pdf, cdf, quantile and should be faster (some constants cached)

---

<div class="post-metadata">

**Author:** ![DoktorMike](https://sea2.discourse-cdn.com/julialang/user_avatar/discourse.julialang.org/doktormike/32/2736_2.png) [@DoktorMike](https://discourse.julialang.org/u/DoktorMike)\
**Post date:** [July 26, 2025, 7:32pm UTC](https://discourse.julialang.org/t/skew-student-t-distr-hansen-or-fernandes-steel/131041/7 "2025-07-26T19:32:13Z")

</div>

That would be a nice contribution to the Distributions.jl package. 💪🏻