Let T have a t distribution with r degrees of freedom. Show that E(T) = 0 provided

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Let T have a t distribution with r degrees of freedom. Show that E(T) = 0 provided that r ≥ 2, and Var(T) = r/(r − 2) provided that r ≥ 3, by first finding E(Z), E(1/√U), E(Z2), and E(1/U).
Distribution
The word "distribution" has several meanings in the financial world, most of them pertaining to the payment of assets from a fund, account, or individual security to an investor or beneficiary. Retirement account distributions are among the most...
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Probability And Statistical Inference

ISBN: 579

9th Edition

Authors: Robert V. Hogg, Elliot Tanis, Dale Zimmerman

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