2.48 ( ) By following analogous steps to those used to derive the univariate Students t-distribution (2.159),
Question:
2.48 () By following analogous steps to those used to derive the univariate Student’s t-distribution (2.159), verify the result (2.162) for the multivariate form of the Student’s t-distribution, by marginalizing over the variable η in (2.161). Using the definition (2.161), show by exchanging integration variables that the multivariate t-distribution is correctly normalized.
Fantastic news! We've Found the answer you've been seeking!
Step by Step Answer:
Related Book For
Pattern Recognition And Machine Learning
ISBN: 9780387310732
1st Edition
Authors: Christopher M Bishop
Question Posted: